+238.8%
EQX vs EQNR
+253.3%
-14.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.2% | +6.4% | -9.6% | -4.4% |
| 30D | +7.8% | +10.4% | -2.6% | +5.6% |
| 3M | +21.3% | +23.1% | -1.8% | +15.7% |
| 6M | -22.4% | +36.3% | -58.7% | -29.5% |
| YTD | -11.3% | +96.0% | -107.3% | -26.9% |
| 1Y | +13.5% | +94.2% | -80.7% | -6.7% |
| 3Y | +162.1% | +75.3% | +86.9% | +117.9% |
| 5Y | +84.2% | +187.2% | -103.0% | +34.0% |
| All | +238.8% | +253.3% | -14.5% | +139.7% |
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