+41.5%
ESI vs EQNR
+85.2%
-43.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.3% | +2.7% |
| 7D | +3.3% | +1.7% | +1.6% | +3.7% |
| 30D | -5.9% | +11.5% | -17.3% | -3.8% |
| 3M | -14.1% | +12.9% | -27.0% | -11.3% |
| 6M | +6.6% | +36.0% | -29.4% | +7.8% |
| YTD | +45.0% | +84.1% | -39.1% | +40.5% |
| 1Y | +41.5% | +83.8% | -42.3% | +38.7% |
| All | +41.5% | +85.2% | -43.8% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling