+34.6%
FROG vs EQNR
+324.2%
-289.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.5% | +6.4% | -6.9% | -0.6% |
| 30D | +1.3% | +10.4% | -9.0% | +1.2% |
| 3M | +11.1% | +23.1% | -12.0% | +10.5% |
| 6M | +108.3% | +36.3% | +72.0% | +106.5% |
| YTD | +39.6% | +96.0% | -56.4% | +36.5% |
| 1Y | +74.7% | +94.2% | -19.5% | +70.9% |
| 3Y | +224.1% | +75.3% | +148.8% | +216.4% |
| 5Y | +138.4% | +187.2% | -48.8% | +136.4% |
| All | +34.6% | +324.2% | -289.6% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling