+409.3%
EQNR vs ALK
-35.7%
+444.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | +6.4% | -2.1% | +8.5% | +6.7% |
| 30D | +10.4% | -13.1% | +23.5% | +12.6% |
| 3M | +23.1% | -11.8% | +34.9% | +24.2% |
| 6M | +36.3% | -0.4% | +36.7% | +31.7% |
| YTD | +96.0% | -18.2% | +114.1% | +96.1% |
| 1Y | +94.2% | -35.5% | +129.8% | +103.9% |
| 3Y | +75.3% | +1.8% | +73.5% | +55.7% |
| 5Y | +187.2% | -26.6% | +213.8% | +169.3% |
| All | +409.3% | -35.7% | +444.9% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling