+217.8%
INTU vs EQNR
+416.8%
-199.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -3.3% | +6.4% | -9.8% | -4.7% |
| 30D | -3.9% | +10.4% | -14.3% | -6.1% |
| 3M | +16.6% | +23.1% | -6.4% | +11.0% |
| 6M | -26.4% | +36.3% | -62.7% | -31.9% |
| YTD | -51.0% | +96.0% | -147.0% | -58.3% |
| 1Y | -50.8% | +94.2% | -145.0% | -58.2% |
| 3Y | -40.1% | +75.3% | -115.3% | -48.8% |
| 5Y | -41.2% | +187.2% | -228.4% | -58.2% |
| All | +217.8% | +416.8% | -199.0% | +83.5% |
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