+18.0%
EXE vs EQNR
+72.8%
-54.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -3.1% | +6.4% | -9.6% | -5.1% |
| 30D | -0.9% | +10.4% | -11.3% | -4.0% |
| 3M | +9.6% | +23.1% | -13.5% | +2.4% |
| 6M | -11.6% | +36.3% | -47.9% | -20.7% |
| YTD | -12.6% | +96.0% | -108.5% | -31.0% |
| 1Y | +1.2% | +94.2% | -93.0% | -20.1% |
| 3Y | +18.0% | +75.3% | -57.2% | -4.9% |
| All | +18.0% | +72.8% | -54.8% | -4.9% |
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 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