+93.1%
FOXA vs EQNR
+183.4%
-90.2%
-35.6%
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% | +1.3% |
| 7D | +0.8% | +6.4% | -5.6% | -0.1% |
| 30D | +5.0% | +10.4% | -5.3% | +3.4% |
| 3M | -3.0% | +23.1% | -26.1% | -6.2% |
| 6M | +14.8% | +36.3% | -21.5% | +8.6% |
| YTD | -8.9% | +96.0% | -104.9% | -18.9% |
| 1Y | +13.3% | +94.2% | -80.9% | +0.9% |
| 3Y | +115.4% | +75.3% | +40.2% | +92.7% |
| All | +93.1% | +183.4% | -90.2% | +50.8% |
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