+153.8%
GEN vs EQNR
+416.8%
-263.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -1.3% | +6.4% | -7.7% | -2.0% |
| 30D | +6.1% | +10.4% | -4.2% | +4.8% |
| 3M | +27.0% | +23.1% | +3.9% | +23.4% |
| 6M | +43.9% | +36.3% | +7.6% | +37.2% |
| YTD | +13.0% | +96.0% | -83.0% | +2.2% |
| 1Y | +4.0% | +94.2% | -90.2% | -5.9% |
| 3Y | +66.2% | +75.3% | -9.1% | +50.7% |
| 5Y | +23.2% | +187.2% | -164.0% | +0.2% |
| All | +153.8% | +416.8% | -263.0% | +87.7% |
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