+1,700.0%
EWY vs EQNR
+2,025.8%
-325.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | -0.1% | +6.4% | -6.5% | -2.6% |
| 30D | +7.3% | +10.4% | -3.1% | +2.8% |
| 3M | -5.1% | +23.1% | -28.2% | -14.6% |
| 6M | +42.1% | +36.3% | +5.8% | +18.9% |
| YTD | +94.1% | +96.0% | -1.9% | +37.7% |
| 1Y | +147.8% | +94.2% | +53.6% | +75.6% |
| 3Y | +222.9% | +75.3% | +147.7% | +129.9% |
| 5Y | +150.6% | +187.2% | -36.6% | +32.0% |
| 10Y | +304.4% | +415.5% | -111.1% | +44.5% |
| All | +1,700.0% | +2,025.8% | -325.8% | +338.3% |
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