+87.4%
EQNR vs URA
-32.2%
+119.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -6.3% |
| 7D | -10.2% | -10.5% | +0.3% | -11.6% |
| 30D | +1.1% | -18.6% | +19.7% | -1.6% |
| 3M | +10.3% | -23.0% | +33.4% | +6.9% |
| 6M | +5.7% | -40.3% | +46.0% | +1.1% |
| YTD | +87.2% | -23.5% | +110.7% | +82.0% |
| 1Y | +87.4% | -31.1% | +118.5% | +80.6% |
| All | +87.4% | -32.2% | +119.6% | +80.6% |
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