+222.9%
EWY vs EQNR
+72.8%
+150.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.2% |
| 7D | -0.1% | +6.4% | -6.5% | +0.1% |
| 30D | +7.3% | +10.4% | -3.1% | +7.6% |
| 3M | -5.1% | +23.1% | -28.2% | -4.4% |
| 6M | +42.1% | +36.3% | +5.8% | +38.3% |
| YTD | +94.1% | +96.0% | -1.9% | +76.7% |
| 1Y | +147.8% | +94.2% | +53.6% | +125.4% |
| 3Y | +222.9% | +75.3% | +147.7% | +190.4% |
| All | +222.9% | +72.8% | +150.1% | +190.4% |
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