+6,577.3%
FIX vs EQNR
+416.8%
+6,160.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +5.0% | +6.4% | -1.4% | +3.0% |
| 30D | -2.7% | +10.4% | -13.1% | -5.5% |
| 3M | -8.2% | +23.1% | -31.3% | -14.5% |
| 6M | +20.3% | +36.3% | -16.0% | +6.2% |
| YTD | +81.4% | +96.0% | -14.5% | +40.5% |
| 1Y | +121.5% | +94.2% | +27.3% | +70.7% |
| 3Y | +807.4% | +75.3% | +732.2% | +605.3% |
| 5Y | +2,306.7% | +187.2% | +2,119.5% | +1,285.6% |
| All | +6,577.3% | +416.8% | +6,160.5% | +2,840.4% |
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 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