+231.3%
FLR vs EQNR
+183.4%
+47.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -3.5% | +6.4% | -9.9% | -5.1% |
| 30D | +4.2% | +10.4% | -6.2% | +1.5% |
| 3M | +8.1% | +23.1% | -15.0% | +1.4% |
| 6M | +21.5% | +36.3% | -14.8% | +8.0% |
| YTD | +36.8% | +96.0% | -59.2% | +5.6% |
| 1Y | +31.2% | +94.2% | -63.0% | +1.0% |
| 3Y | +53.9% | +75.3% | -21.4% | +20.5% |
| All | +231.3% | +183.4% | +47.9% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling