+260.8%
GE vs EQNR
+72.8%
+188.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -4.0% | +6.4% | -10.4% | -3.7% |
| 30D | -11.4% | +10.4% | -21.8% | -11.0% |
| 3M | -2.6% | +23.1% | -25.7% | -1.7% |
| 6M | -0.3% | +36.3% | -36.6% | -2.1% |
| YTD | +5.4% | +96.0% | -90.6% | -2.1% |
| 1Y | +15.5% | +94.2% | -78.7% | +7.4% |
| 3Y | +260.8% | +75.3% | +185.5% | +230.5% |
| All | +260.8% | +72.8% | +188.0% | +230.5% |
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