+409.3%
EQNR vs COO
+17.0%
+392.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.4% | -22.5% | +29.0% | +12.8% |
| 30D | +10.4% | -29.7% | +40.1% | +19.9% |
| 3M | +23.1% | -20.1% | +43.2% | +28.9% |
| 6M | +36.3% | -26.9% | +63.2% | +45.5% |
| YTD | +96.0% | -34.2% | +130.2% | +115.3% |
| 1Y | +94.2% | -21.3% | +115.5% | +100.9% |
| 3Y | +75.3% | -38.7% | +113.9% | +89.6% |
| 5Y | +187.2% | -52.2% | +239.4% | +235.3% |
| All | +409.3% | +17.0% | +392.3% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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