+131.9%
FCEL vs EQNR
+92.1%
+39.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.8% |
| 7D | +2.2% | +5.8% | -3.6% | +2.1% |
| 30D | -31.7% | +9.2% | -40.9% | -31.7% |
| 3M | -9.8% | +24.3% | -34.1% | -8.3% |
| 6M | +130.5% | +28.9% | +101.6% | +126.3% |
| YTD | +109.0% | +94.8% | +14.2% | +79.1% |
| All | +131.9% | +92.1% | +39.7% | +109.2% |
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