+41.8%
EQNR vs URA
-12.2%
+54.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -1.5% |
| 7D | +5.7% | -1.5% | +7.3% | +5.2% |
| 30D | +11.3% | -0.4% | +11.7% | +11.6% |
| 3M | +21.5% | +6.3% | +15.2% | +25.2% |
| 6M | +41.8% | -14.0% | +55.8% | +42.0% |
| All | +41.8% | -12.2% | +54.1% | +42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling