+91.4%
EXPE vs EQNR
+183.4%
-92.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -5.8% | +6.4% | -12.2% | -6.2% |
| 30D | -13.6% | +10.4% | -24.0% | -14.3% |
| 3M | +25.2% | +23.1% | +2.1% | +22.8% |
| 6M | +22.3% | +36.3% | -13.9% | +17.0% |
| YTD | -0.3% | +96.0% | -96.3% | -10.6% |
| 1Y | +27.8% | +94.2% | -66.4% | +14.6% |
| 3Y | +162.4% | +75.3% | +87.2% | +135.4% |
| All | +91.4% | +183.4% | -92.0% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling