+458.5%
FSLR vs EQNR
+416.8%
+41.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.2% | +6.4% | -4.2% | +0.3% |
| 30D | -7.8% | +10.4% | -18.2% | -10.7% |
| 3M | -22.9% | +23.1% | -46.0% | -28.3% |
| 6M | +4.4% | +36.3% | -31.9% | -7.8% |
| YTD | -20.0% | +96.0% | -116.0% | -38.0% |
| 1Y | +2.8% | +94.2% | -91.4% | -20.6% |
| 3Y | +16.5% | +75.3% | -58.7% | -9.0% |
| 5Y | +110.3% | +187.2% | -76.9% | +25.1% |
| All | +458.5% | +416.8% | +41.6% | +140.6% |
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