+2,043.4%
EQNR vs FDS
+1,410.9%
+632.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.6% | +1.4% |
| 7D | +5.7% | -16.0% | +21.7% | +11.0% |
| 30D | +11.3% | -6.7% | +18.0% | +13.1% |
| 3M | +21.5% | +6.0% | +15.5% | +17.7% |
| 6M | +41.8% | +25.1% | +16.8% | +29.4% |
| YTD | +97.3% | -8.1% | +105.5% | +95.8% |
| 1Y | +89.9% | -26.0% | +115.9% | +99.9% |
| 3Y | +76.9% | -36.4% | +113.3% | +92.2% |
| 5Y | +189.2% | -27.7% | +216.9% | +195.5% |
| 10Y | +419.0% | +66.1% | +352.9% | +300.4% |
| All | +2,043.4% | +1,410.9% | +632.5% | +1,014.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 all: compounded portfolio wealth divided by compounded FDS 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…
all analysis · Full analysis span regression · 6 months rolling