+141.9%
EWJ vs EQNR
+416.8%
-274.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.3% | +6.4% | -6.2% | -0.8% |
| 30D | +0.8% | +10.4% | -9.6% | -1.0% |
| 3M | +7.5% | +23.1% | -15.6% | +3.1% |
| 6M | +15.6% | +36.3% | -20.7% | +7.4% |
| YTD | +22.7% | +96.0% | -73.2% | +5.3% |
| 1Y | +26.4% | +94.2% | -67.8% | +8.5% |
| 3Y | +72.5% | +75.3% | -2.7% | +48.9% |
| 5Y | +52.4% | +187.2% | -134.8% | +12.5% |
| All | +141.9% | +416.8% | -274.9% | +50.7% |
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