-45.3%
EOSE vs EQNR
+93.1%
-138.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.3% |
| 7D | +1.8% | +6.4% | -4.6% | +4.4% |
| 30D | -6.8% | +10.4% | -17.2% | -2.8% |
| 3M | -36.3% | +23.1% | -59.4% | -30.2% |
| 6M | -38.8% | +36.3% | -75.0% | -32.7% |
| YTD | -65.5% | +96.0% | -161.5% | -62.1% |
| 1Y | -45.3% | +94.2% | -139.5% | -39.1% |
| All | -45.3% | +93.1% | -138.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling