+143.6%
ETR vs EQNR
+72.8%
+70.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -1.8% | +6.4% | -8.2% | -2.1% |
| 30D | -1.8% | +10.4% | -12.1% | -2.2% |
| 3M | -3.6% | +23.1% | -26.7% | -4.6% |
| 6M | +2.6% | +36.3% | -33.7% | +0.7% |
| YTD | +16.0% | +96.0% | -79.9% | +10.7% |
| 1Y | +20.1% | +94.2% | -74.1% | +14.6% |
| 3Y | +143.6% | +75.3% | +68.3% | +132.7% |
| All | +143.6% | +72.8% | +70.8% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling