+120.7%
KEY vs EQNR
+2,040.5%
-1,919.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.8% | +5.7% | -7.5% | -4.3% |
| 30D | -3.3% | +11.3% | -14.6% | -8.2% |
| 3M | -0.2% | +21.5% | -21.7% | -10.2% |
| 6M | +12.1% | +41.8% | -29.7% | -8.3% |
| YTD | +8.4% | +97.3% | -88.9% | -24.9% |
| 1Y | +17.6% | +89.9% | -72.3% | -17.5% |
| 3Y | +123.3% | +76.9% | +46.5% | +55.2% |
| 5Y | +39.5% | +189.2% | -149.7% | -29.2% |
| 10Y | +169.3% | +419.0% | -249.7% | -0.9% |
| All | +120.7% | +2,040.5% | -1,919.9% | -42.8% |
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