+303.5%
EWY vs EQNR
+416.8%
-113.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -0.1% | +6.4% | -6.5% | -1.7% |
| 30D | +7.3% | +10.4% | -3.1% | +4.5% |
| 3M | -5.1% | +23.1% | -28.2% | -11.0% |
| 6M | +42.1% | +36.3% | +5.8% | +26.4% |
| YTD | +94.1% | +96.0% | -1.9% | +53.2% |
| 1Y | +147.8% | +94.2% | +53.6% | +95.5% |
| 3Y | +222.9% | +75.3% | +147.7% | +156.3% |
| 5Y | +150.6% | +187.2% | -36.6% | +55.5% |
| All | +303.5% | +416.8% | -113.3% | +85.9% |
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