+409.3%
EQNR vs ARWR
+1,081.9%
-672.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.4% | -4.0% | +10.5% | +6.7% |
| 30D | +10.4% | -5.0% | +15.4% | +10.7% |
| 3M | +23.1% | +11.3% | +11.7% | +22.0% |
| 6M | +36.3% | +42.6% | -6.3% | +32.3% |
| YTD | +96.0% | +24.8% | +71.2% | +91.5% |
| 1Y | +94.2% | +178.8% | -84.5% | +78.1% |
| 3Y | +75.3% | +183.3% | -108.1% | +55.1% |
| 5Y | +187.2% | +29.5% | +157.7% | +162.0% |
| All | +409.3% | +1,081.9% | -672.6% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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