+182.0%
EQNR vs BG
+81.8%
+100.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | 0.0% |
| 7D | +6.4% | +3.1% | +3.3% | +5.1% |
| 30D | +10.4% | +10.2% | +0.1% | +5.9% |
| 3M | +23.1% | -1.7% | +24.8% | +23.5% |
| 6M | +36.3% | +1.0% | +35.3% | +35.2% |
| YTD | +96.0% | +39.9% | +56.1% | +70.6% |
| 1Y | +94.2% | +53.2% | +41.0% | +61.8% |
| 3Y | +75.3% | +16.3% | +59.0% | +59.8% |
| All | +182.0% | +81.8% | +100.2% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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