+19.1%
EXC vs EQNR
+72.8%
-53.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -1.1% | +6.4% | -7.5% | -1.3% |
| 30D | -3.6% | +10.4% | -14.0% | -3.9% |
| 3M | -4.3% | +23.1% | -27.3% | -4.9% |
| 6M | -9.9% | +36.3% | -46.2% | -11.1% |
| YTD | +1.8% | +96.0% | -94.2% | -1.4% |
| 1Y | +2.9% | +94.2% | -91.4% | -0.3% |
| 3Y | +19.1% | +75.3% | -56.1% | +14.8% |
| All | +19.1% | +72.8% | -53.7% | +14.8% |
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