+25.0%
FLEX vs EQNR
+89.2%
-64.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.2% | -6.1% | -14.7% |
| 7D | -17.0% | -10.2% | -6.8% | -20.6% |
| 30D | -33.8% | +1.1% | -34.9% | -33.0% |
| 3M | -39.0% | +10.3% | -49.4% | -35.4% |
| 6M | -15.9% | +5.7% | -21.6% | -10.5% |
| YTD | +27.8% | +87.2% | -59.4% | +26.0% |
| 1Y | +25.0% | +87.4% | -62.4% | +23.2% |
| All | +25.0% | +89.2% | -64.3% | +23.2% |
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