+297.3%
ESI vs EQNR
+416.8%
-119.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.6% | +6.4% | -11.1% | -6.7% |
| 30D | -10.5% | +10.4% | -20.9% | -13.6% |
| 3M | -19.8% | +23.1% | -42.9% | -26.2% |
| 6M | +5.8% | +36.3% | -30.5% | -8.6% |
| YTD | +38.3% | +96.0% | -57.7% | +2.5% |
| 1Y | +31.5% | +94.2% | -62.7% | -2.5% |
| 3Y | +80.7% | +75.3% | +5.4% | +35.3% |
| 5Y | +69.4% | +187.2% | -117.8% | -9.4% |
| All | +297.3% | +416.8% | -119.5% | +37.5% |
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