+413.7%
JBL vs EQNR
+183.4%
+230.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.1% |
| 7D | +2.4% | +6.4% | -4.0% | +1.7% |
| 30D | -13.1% | +10.4% | -23.5% | -14.1% |
| 3M | -15.6% | +23.1% | -38.7% | -17.7% |
| 6M | +24.6% | +36.3% | -11.7% | +17.5% |
| YTD | +39.6% | +96.0% | -56.4% | +22.0% |
| 1Y | +48.6% | +94.2% | -45.6% | +29.8% |
| 3Y | +197.3% | +75.3% | +122.0% | +162.6% |
| All | +413.7% | +183.4% | +230.4% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling