-1.3%
FSLY vs EQNR
+72.8%
-74.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | +12.5% | +6.4% | +6.0% | +12.2% |
| 30D | -18.8% | +10.4% | -29.2% | -19.2% |
| 3M | +22.7% | +23.1% | -0.4% | +21.3% |
| 6M | -3.7% | +36.3% | -40.0% | -5.9% |
| YTD | +127.5% | +96.0% | +31.5% | +117.6% |
| 1Y | +193.5% | +94.2% | +99.3% | +180.5% |
| 3Y | -1.3% | +75.3% | -76.6% | -3.6% |
| All | -1.3% | +72.8% | -74.1% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling