+479.8%
FLEX vs EQNR
+72.8%
+407.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.2% |
| 7D | +5.7% | +6.4% | -0.7% | +6.0% |
| 30D | -7.0% | +10.4% | -17.4% | -6.6% |
| 3M | -23.8% | +23.1% | -46.9% | -22.9% |
| 6M | +82.6% | +36.3% | +46.4% | +75.3% |
| YTD | +91.6% | +96.0% | -4.3% | +68.3% |
| 1Y | +100.6% | +94.2% | +6.3% | +75.8% |
| 3Y | +479.8% | +75.3% | +404.5% | +413.7% |
| All | +479.8% | +72.8% | +407.0% | +413.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling