-10.3%
FPS vs EQNR
+38.9%
-49.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +8.7% |
| 7D | +1.5% | +6.4% | -4.9% | +4.5% |
| 30D | -16.9% | +10.4% | -27.2% | -12.8% |
| 3M | -45.3% | +23.1% | -68.4% | -38.6% |
| 6M | -10.3% | +36.3% | -46.6% | +8.2% |
| All | -10.3% | +38.9% | -49.2% | +8.2% |
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