+556.1%
INTC vs EQNR
+2,025.8%
-1,469.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +7.5% | +6.4% | +1.0% | +5.6% |
| 30D | +2.0% | +10.4% | -8.4% | -1.0% |
| 3M | -12.0% | +23.1% | -35.1% | -18.3% |
| 6M | +114.5% | +36.3% | +78.3% | +89.5% |
| YTD | +179.0% | +96.0% | +83.0% | +118.0% |
| 1Y | +318.3% | +94.2% | +224.1% | +226.9% |
| 3Y | +171.2% | +75.3% | +96.0% | +113.6% |
| 5Y | +107.6% | +187.2% | -79.6% | +32.5% |
| 10Y | +258.5% | +415.5% | -157.0% | +76.5% |
| All | +556.1% | +2,025.8% | -1,469.7% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling