+612.2%
FCX vs EQNR
+416.8%
+195.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -2.3% | +6.4% | -8.7% | -5.9% |
| 30D | +2.7% | +10.4% | -7.7% | -3.6% |
| 3M | +7.4% | +23.1% | -15.7% | -7.6% |
| 6M | +16.0% | +36.3% | -20.3% | -11.9% |
| YTD | +40.9% | +96.0% | -55.0% | -18.4% |
| 1Y | +56.4% | +94.2% | -37.8% | -10.3% |
| 3Y | +84.2% | +75.3% | +9.0% | +8.9% |
| 5Y | +114.6% | +187.2% | -72.6% | -22.2% |
| All | +612.2% | +416.8% | +195.4% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling