+78.8%
ES vs EQNR
+416.8%
-338.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -3.6% | +6.4% | -10.0% | -4.3% |
| 30D | -4.2% | +10.4% | -14.6% | -5.4% |
| 3M | +0.1% | +23.1% | -23.0% | -2.5% |
| 6M | -6.2% | +36.3% | -42.5% | -10.4% |
| YTD | +4.1% | +96.0% | -91.9% | -5.5% |
| 1Y | +10.2% | +94.2% | -84.1% | +0.1% |
| 3Y | +26.1% | +75.3% | -49.2% | +14.9% |
| 5Y | -5.3% | +187.2% | -192.6% | -21.3% |
| All | +78.8% | +416.8% | -338.0% | +23.4% |
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