+60.3%
FCX vs EQNR
+89.2%
-28.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | -0.1% |
| 7D | -6.0% | -10.2% | +4.2% | -8.2% |
| 30D | -13.6% | +1.1% | -14.7% | -13.1% |
| 3M | -6.8% | +10.3% | -17.1% | -3.8% |
| 6M | +13.2% | +5.7% | +7.5% | +14.9% |
| YTD | +24.4% | +87.2% | -62.8% | +28.4% |
| 1Y | +60.3% | +87.4% | -27.1% | +65.6% |
| All | +60.3% | +89.2% | -28.9% | +65.6% |
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