+85.4%
FROG vs EQNR
+89.2%
-3.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.2% | +3.8% | -2.9% |
| 7D | -14.1% | -10.2% | -3.9% | -14.7% |
| 30D | -11.8% | +1.1% | -12.8% | -11.0% |
| 3M | +0.1% | +10.3% | -10.2% | +2.4% |
| 6M | +64.2% | +5.7% | +58.5% | +68.5% |
| YTD | +38.2% | +87.2% | -49.0% | +67.5% |
| 1Y | +85.4% | +87.4% | -2.0% | +127.7% |
| All | +85.4% | +89.2% | -3.8% | +127.7% |
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