+43.4%
KO vs EQNR
+86.3%
-42.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +3.1% | -10.6% | +13.7% | +2.9% |
| 30D | +11.1% | -1.1% | +12.2% | +11.0% |
| 3M | +10.9% | +12.6% | -1.7% | +11.0% |
| 6M | +23.5% | +4.9% | +18.6% | +23.2% |
| YTD | +39.6% | +86.1% | -46.5% | +31.7% |
| 1Y | +43.4% | +87.5% | -44.1% | +35.0% |
| All | +43.4% | +86.3% | -42.8% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling