-9.7%
JD vs EQNR
+89.2%
-99.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.2% | +9.2% | +2.7% |
| 7D | +9.0% | -10.2% | +19.2% | +8.3% |
| 30D | +5.2% | +1.1% | +4.1% | +5.0% |
| 3M | -15.9% | +10.3% | -26.2% | -16.0% |
| 6M | -7.7% | +5.7% | -13.3% | -8.4% |
| YTD | +0.1% | +87.2% | -87.2% | -6.6% |
| 1Y | -9.7% | +87.4% | -97.2% | -15.5% |
| All | -9.7% | +89.2% | -99.0% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling