+50.0%
EXPE vs EQNR
+89.2%
-39.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -6.2% | +16.7% | +8.3% |
| 7D | +14.6% | -10.2% | +24.8% | +11.0% |
| 30D | +21.4% | +1.1% | +20.4% | +22.1% |
| 3M | +1.4% | +10.3% | -9.0% | +5.4% |
| 6M | +28.6% | +5.7% | +22.9% | +34.4% |
| YTD | +12.1% | +87.2% | -75.1% | +35.4% |
| 1Y | +50.0% | +87.4% | -37.4% | +82.9% |
| All | +50.0% | +89.2% | -39.2% | +82.9% |
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