+7.6%
INDA vs EQNR
+72.8%
-65.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +0.9% |
| 7D | -2.7% | +6.4% | -9.1% | -2.5% |
| 30D | -2.8% | +10.4% | -13.1% | -2.5% |
| 3M | +1.6% | +23.1% | -21.5% | +2.2% |
| 6M | -1.4% | +36.3% | -37.7% | -1.9% |
| YTD | -10.1% | +96.0% | -106.1% | -13.2% |
| 1Y | -8.8% | +94.2% | -103.0% | -11.8% |
| 3Y | +7.6% | +75.3% | -67.6% | +4.2% |
| All | +7.6% | +72.8% | -65.2% | +4.2% |
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