+3.7%
F vs EQNR
+89.2%
-85.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.2% | +9.1% | +1.4% |
| 7D | +6.0% | -10.2% | +16.2% | +3.4% |
| 30D | +4.3% | +1.1% | +3.2% | +4.7% |
| 3M | -10.1% | +10.3% | -20.4% | -7.4% |
| 6M | +12.8% | +5.7% | +7.1% | +15.9% |
| YTD | -0.1% | +87.2% | -87.3% | +1.2% |
| 1Y | +3.7% | +87.4% | -83.7% | +5.9% |
| All | +3.7% | +89.2% | -85.5% | +5.9% |
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