+49.5%
EQT vs EQNR
+420.4%
-370.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | +5.7% | -6.9% | -4.1% |
| 30D | +1.1% | +11.3% | -10.2% | -4.7% |
| 3M | +4.8% | +21.5% | -16.7% | -6.2% |
| 6M | -10.6% | +41.8% | -52.4% | -27.6% |
| YTD | +3.4% | +97.3% | -93.9% | -30.7% |
| 1Y | +8.7% | +89.9% | -81.2% | -25.9% |
| 3Y | +35.0% | +76.9% | -41.9% | -7.3% |
| 5Y | +204.2% | +189.2% | +15.0% | +57.2% |
| All | +49.5% | +420.4% | -370.8% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 10y: compounded portfolio wealth divided by compounded EQNR 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…
10y analysis · Full analysis span regression · 6 months rolling