-79.9%
FIG vs EQNR
+86.2%
-166.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.8% |
| 7D | -3.8% | +6.4% | -10.3% | -3.5% |
| 30D | -2.3% | +10.4% | -12.7% | -1.8% |
| 3M | +20.0% | +23.1% | -3.1% | +19.2% |
| 6M | -16.7% | +36.3% | -53.0% | -13.3% |
| YTD | -37.9% | +96.0% | -133.9% | -29.9% |
| 1Y | -58.5% | +94.2% | -152.8% | -54.1% |
| All | -79.9% | +86.2% | -166.1% | -77.4% |
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