+15.0%
ESI vs EQNR
+86.3%
-71.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -8.1% |
| 7D | -13.1% | -10.6% | -2.5% | -15.1% |
| 30D | -18.5% | -1.1% | -17.4% | -18.4% |
| 3M | -19.6% | +12.6% | -32.2% | -16.8% |
| 6M | -29.8% | +4.9% | -34.7% | -27.6% |
| YTD | +23.9% | +86.1% | -62.2% | +25.8% |
| 1Y | +15.0% | +87.5% | -72.5% | +17.3% |
| All | +15.0% | +86.3% | -71.3% | +17.3% |
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