+590.9%
JPM vs EQNR
+416.8%
+174.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | -0.7% | +6.4% | -7.1% | -2.7% |
| 30D | -2.5% | +10.4% | -12.8% | -5.6% |
| 3M | +14.1% | +23.1% | -8.9% | +5.8% |
| 6M | +25.1% | +36.3% | -11.2% | +10.1% |
| YTD | +12.1% | +96.0% | -83.8% | -14.0% |
| 1Y | +18.8% | +94.2% | -75.4% | -9.0% |
| 3Y | +163.4% | +75.3% | +88.2% | +102.6% |
| 5Y | +156.5% | +187.2% | -30.7% | +43.7% |
| All | +590.9% | +416.8% | +174.0% | +178.7% |
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 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