+16.5%
JD vs EQNR
+416.8%
-400.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -4.2% | +6.4% | -10.7% | -6.0% |
| 30D | -14.4% | +10.4% | -24.8% | -16.9% |
| 3M | -3.6% | +23.1% | -26.7% | -9.7% |
| 6M | -0.3% | +36.3% | -36.6% | -10.8% |
| YTD | -2.4% | +96.0% | -98.3% | -22.2% |
| 1Y | -18.5% | +94.2% | -112.8% | -35.1% |
| 3Y | -7.0% | +75.3% | -82.3% | -24.9% |
| 5Y | -61.7% | +187.2% | -248.9% | -74.5% |
| All | +16.5% | +416.8% | -400.3% | -32.4% |
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