-22.6%
FPS vs EQNR
+69.2%
-91.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.2% | -11.1% | -18.6% |
| 7D | -23.3% | -10.2% | -13.1% | -25.4% |
| 30D | -42.4% | +1.1% | -43.5% | -41.7% |
| 3M | -43.0% | +10.3% | -53.4% | -40.5% |
| 6M | -44.5% | +5.7% | -50.1% | -41.3% |
| All | -22.6% | +69.2% | -91.9% | -35.4% |
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 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