+168.0%
JCI vs EQNR
+72.8%
+95.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +0.7% | +6.4% | -5.7% | +0.5% |
| 30D | -4.4% | +10.4% | -14.8% | -4.8% |
| 3M | +1.7% | +23.1% | -21.4% | +0.9% |
| 6M | +8.8% | +36.3% | -27.5% | +6.2% |
| YTD | +22.6% | +96.0% | -73.3% | +15.4% |
| 1Y | +36.2% | +94.2% | -58.0% | +28.2% |
| 3Y | +168.0% | +75.3% | +92.8% | +151.7% |
| All | +168.0% | +72.8% | +95.2% | +151.7% |
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 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