+32.8%
EWZ vs EQNR
+93.1%
-60.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +0.9% | +6.4% | -5.6% | +1.0% |
| 30D | +12.8% | +10.4% | +2.4% | +13.1% |
| 3M | +10.8% | +23.1% | -12.3% | +11.5% |
| 6M | +2.5% | +36.3% | -33.8% | +0.5% |
| YTD | +21.4% | +96.0% | -74.6% | +10.6% |
| 1Y | +32.8% | +94.2% | -61.4% | +20.9% |
| All | +32.8% | +93.1% | -60.3% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling