+1,553.5%
JPM vs EQNR
+2,025.8%
-472.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | -0.7% | +6.4% | -7.1% | -3.1% |
| 30D | -2.5% | +10.4% | -12.8% | -6.4% |
| 3M | +14.1% | +23.1% | -8.9% | +3.8% |
| 6M | +25.1% | +36.3% | -11.2% | +7.2% |
| YTD | +12.1% | +96.0% | -83.8% | -18.0% |
| 1Y | +18.8% | +94.2% | -75.4% | -13.2% |
| 3Y | +163.4% | +75.3% | +88.2% | +92.6% |
| 5Y | +156.5% | +187.2% | -30.7% | +40.6% |
| 10Y | +595.1% | +415.5% | +179.6% | +174.1% |
| All | +1,553.5% | +2,025.8% | -472.4% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling