+197.5%
EWT vs EQNR
+72.8%
+124.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | -1.1% | +6.4% | -7.6% | -1.3% |
| 30D | +4.5% | +10.4% | -5.9% | +4.1% |
| 3M | +8.3% | +23.1% | -14.8% | +7.5% |
| 6M | +54.2% | +36.3% | +17.9% | +48.3% |
| YTD | +74.6% | +96.0% | -21.4% | +56.2% |
| 1Y | +84.9% | +94.2% | -9.3% | +65.4% |
| 3Y | +197.5% | +75.3% | +122.3% | +165.2% |
| All | +197.5% | +72.8% | +124.7% | +165.2% |
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