+4,113.2%
EW vs EQNR
+2,025.8%
+2,087.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | -1.6% | +23.1% | -24.7% | -5.3% |
| 6M | -0.8% | +36.3% | -37.1% | -6.9% |
| YTD | -1.0% | +96.0% | -97.0% | -13.1% |
| 1Y | +8.2% | +94.2% | -86.1% | -5.1% |
| 3Y | +12.7% | +75.3% | -62.6% | -1.0% |
| 5Y | -30.2% | +187.2% | -217.4% | -45.9% |
| 10Y | +120.9% | +415.5% | -294.6% | +47.0% |
| All | +4,113.2% | +2,025.8% | +2,087.4% | +2,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling