+182.0%
EQNR vs ARWR
+29.9%
+152.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.4% | -4.0% | +10.5% | +6.6% |
| 30D | +10.4% | -5.0% | +15.4% | +10.6% |
| 3M | +23.1% | +11.3% | +11.7% | +22.3% |
| 6M | +36.3% | +42.6% | -6.3% | +33.4% |
| YTD | +96.0% | +24.8% | +71.2% | +92.9% |
| 1Y | +94.2% | +178.8% | -84.5% | +81.0% |
| 3Y | +75.3% | +183.3% | -108.1% | +57.7% |
| All | +182.0% | +29.9% | +152.1% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling