+83.8%
EQNR vs URA
+17.2%
+66.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.2% |
| 7D | +1.7% | +1.1% | +0.6% | +1.9% |
| 30D | +11.5% | +7.4% | +4.1% | +12.6% |
| 3M | +12.9% | -8.4% | +21.3% | +13.1% |
| 6M | +36.0% | -12.7% | +48.7% | +37.2% |
| YTD | +84.1% | +7.8% | +76.3% | +87.6% |
| 1Y | +83.8% | +19.5% | +64.3% | +92.0% |
| All | +83.8% | +17.2% | +66.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling