+409.3%
EQNR vs MKTX
+5.0%
+404.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -0.2% | +6.7% | +6.5% |
| 30D | +10.4% | +0.7% | +9.6% | +10.3% |
| 3M | +23.1% | +40.8% | -17.7% | +18.0% |
| 6M | +36.3% | -8.0% | +44.3% | +37.1% |
| YTD | +96.0% | -8.7% | +104.7% | +97.2% |
| 1Y | +94.2% | -11.8% | +106.1% | +96.0% |
| 3Y | +75.3% | -24.0% | +99.3% | +77.9% |
| 5Y | +187.2% | -60.3% | +247.5% | +213.4% |
| All | +409.3% | +5.0% | +404.2% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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