+755.6%
GOOGL vs EQNR
+416.8%
+338.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | 0.0% | +6.4% | -6.4% | -1.1% |
| 30D | -1.4% | +10.4% | -11.8% | -3.2% |
| 3M | -5.3% | +23.1% | -28.4% | -9.2% |
| 6M | +9.8% | +36.3% | -26.5% | +1.9% |
| YTD | +8.4% | +96.0% | -87.6% | -7.4% |
| 1Y | +41.2% | +94.2% | -53.0% | +20.5% |
| 3Y | +149.6% | +75.3% | +74.3% | +114.1% |
| 5Y | +142.6% | +187.2% | -44.6% | +71.2% |
| All | +755.6% | +416.8% | +338.8% | +398.5% |
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 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