+87.2%
FROG vs EQNR
+87.7%
-0.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.5% |
| 7D | -12.9% | +2.7% | -15.6% | -12.6% |
| 30D | +5.1% | +10.0% | -4.9% | +6.3% |
| 3M | +8.0% | +13.5% | -5.5% | +9.9% |
| 6M | +114.5% | +39.2% | +75.3% | +125.6% |
| YTD | +45.1% | +86.6% | -41.5% | +61.3% |
| All | +87.2% | +87.7% | -0.5% | +107.8% |
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 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