+780.7%
GOOG vs EQNR
+416.8%
+363.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | 0.0% | +6.4% | -6.4% | -1.0% |
| 30D | -2.0% | +10.4% | -12.3% | -3.7% |
| 3M | -5.9% | +23.1% | -28.9% | -9.7% |
| 6M | +8.9% | +36.3% | -27.4% | +1.2% |
| YTD | +7.1% | +96.0% | -88.9% | -8.3% |
| 1Y | +39.7% | +94.2% | -54.5% | +19.5% |
| 3Y | +145.8% | +75.3% | +70.6% | +111.3% |
| 5Y | +138.6% | +187.2% | -48.6% | +69.0% |
| All | +780.7% | +416.8% | +363.9% | +416.8% |
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