+136.0%
GOOG vs EQNR
+183.4%
-47.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | 0.0% | +6.4% | -6.4% | 0.0% |
| 30D | -2.0% | +10.4% | -12.3% | -2.0% |
| 3M | -5.9% | +23.1% | -28.9% | -6.0% |
| 6M | +8.9% | +36.3% | -27.4% | +7.7% |
| YTD | +7.1% | +96.0% | -88.9% | +3.4% |
| 1Y | +39.7% | +94.2% | -54.5% | +34.9% |
| 3Y | +145.8% | +75.3% | +70.6% | +136.8% |
| All | +136.0% | +183.4% | -47.3% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling