+31.0%
F vs EQNR
+2,046.2%
-2,015.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.2% | -8.2% | -5.4% |
| 7D | -4.9% | +3.8% | -8.7% | -6.3% |
| 30D | -2.9% | +11.4% | -14.3% | -6.8% |
| 3M | -9.1% | +24.8% | -33.9% | -16.8% |
| 6M | +12.9% | +42.3% | -29.3% | -3.9% |
| YTD | +6.1% | +97.9% | -91.8% | -20.8% |
| 1Y | +22.5% | +95.9% | -73.4% | -8.7% |
| 3Y | +32.1% | +77.3% | -45.3% | -0.9% |
| 5Y | +43.7% | +195.3% | -151.5% | -15.8% |
| 10Y | +84.1% | +420.4% | -336.3% | -18.2% |
| All | +31.0% | +2,046.2% | -2,015.2% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling