+125.3%
KEY vs EQNR
+72.8%
+52.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -1.5% | +6.4% | -8.0% | -1.9% |
| 30D | -3.7% | +10.4% | -14.0% | -4.3% |
| 3M | -1.3% | +23.1% | -24.3% | -2.8% |
| 6M | +13.3% | +36.3% | -23.0% | +8.9% |
| YTD | +9.0% | +96.0% | -87.0% | -1.9% |
| 1Y | +18.7% | +94.2% | -75.5% | +6.8% |
| 3Y | +125.3% | +75.3% | +50.0% | +106.4% |
| All | +125.3% | +72.8% | +52.5% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling