+117.8%
EW vs EQNR
+416.8%
-299.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -6.2% | +6.4% | -12.6% | -7.1% |
| 30D | -9.3% | +10.4% | -19.7% | -10.8% |
| 3M | -1.6% | +23.1% | -24.7% | -5.3% |
| 6M | -0.8% | +36.3% | -37.1% | -7.1% |
| YTD | -1.0% | +96.0% | -97.0% | -13.7% |
| 1Y | +8.2% | +94.2% | -86.1% | -5.7% |
| 3Y | +12.7% | +75.3% | -62.6% | -1.6% |
| 5Y | -30.2% | +187.2% | -217.4% | -49.5% |
| All | +117.8% | +416.8% | -299.0% | +26.7% |
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 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