+72.2%
EQX vs EQNR
+183.4%
-111.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.2% | +6.4% | -9.6% | -4.2% |
| 30D | +7.8% | +10.4% | -2.6% | +5.9% |
| 3M | +21.3% | +23.1% | -1.8% | +16.5% |
| 6M | -22.4% | +36.3% | -58.7% | -29.4% |
| YTD | -11.3% | +96.0% | -107.3% | -27.8% |
| 1Y | +13.5% | +94.2% | -80.7% | -7.9% |
| 3Y | +162.1% | +75.3% | +86.9% | +114.9% |
| All | +72.2% | +183.4% | -111.1% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling