+77.3%
FLEX vs EQNR
+41.1%
+36.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.3% |
| 7D | +0.1% | +5.7% | -5.6% | +3.8% |
| 30D | -11.8% | +11.3% | -23.0% | -5.1% |
| 3M | -22.6% | +21.5% | -44.1% | -10.6% |
| 6M | +77.3% | +41.8% | +35.5% | +124.0% |
| All | +77.3% | +41.1% | +36.2% | +124.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling