+36.3%
EQNR vs USFR
+2.0%
+34.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -2.8% |
| 7D | +6.4% | +0.1% | +6.3% | +2.2% |
| 30D | +10.4% | +0.4% | +10.0% | -1.2% |
| 3M | +23.1% | +1.0% | +22.1% | -10.9% |
| 6M | +36.3% | +2.0% | +34.3% | -26.2% |
| All | +36.3% | +2.0% | +34.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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