+391.2%
EQNR vs URA
-32.7%
+423.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.1% |
| 7D | +5.7% | -1.5% | +7.3% | +6.3% |
| 30D | +11.3% | -0.4% | +11.7% | +10.9% |
| 3M | +21.5% | +6.3% | +15.2% | +16.7% |
| 6M | +41.8% | -14.0% | +55.8% | +43.2% |
| YTD | +97.3% | +5.3% | +92.0% | +81.1% |
| 1Y | +89.9% | +11.7% | +78.2% | +65.2% |
| 3Y | +76.9% | +109.8% | -32.9% | +8.6% |
| 5Y | +189.2% | +108.0% | +81.3% | +66.4% |
| 10Y | +419.0% | +358.5% | +60.5% | +84.0% |
| All | +391.2% | -32.7% | +423.9% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling