+162.9%
KEY vs EQNR
+416.8%
-253.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -1.5% | +6.4% | -8.0% | -4.2% |
| 30D | -3.7% | +10.4% | -14.0% | -8.0% |
| 3M | -1.3% | +23.1% | -24.3% | -11.3% |
| 6M | +13.3% | +36.3% | -23.0% | -5.4% |
| YTD | +9.0% | +96.0% | -87.0% | -24.7% |
| 1Y | +18.7% | +94.2% | -75.5% | -18.2% |
| 3Y | +125.3% | +75.3% | +50.0% | +56.4% |
| 5Y | +40.2% | +187.2% | -147.0% | -35.6% |
| All | +162.9% | +416.8% | -253.9% | -18.6% |
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