+274.5%
IR vs EQNR
+350.4%
-75.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.1% | +5.7% | -8.8% | -4.9% |
| 30D | -14.0% | +11.3% | -25.3% | -17.2% |
| 3M | +3.7% | +21.5% | -17.8% | -4.1% |
| 6M | -15.4% | +41.8% | -57.2% | -28.1% |
| YTD | -7.7% | +97.3% | -105.0% | -31.7% |
| 1Y | -8.8% | +89.9% | -98.7% | -31.8% |
| 3Y | +5.6% | +76.9% | -71.3% | -21.4% |
| 5Y | +34.3% | +189.2% | -154.9% | -28.8% |
| All | +274.5% | +350.4% | -75.9% | +31.2% |
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 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