+62.9%
KO vs EQNR
+74.0%
-11.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.1% | +5.7% | -6.8% | -1.2% |
| 30D | +1.6% | +11.3% | -9.7% | +1.4% |
| 3M | +5.8% | +21.5% | -15.7% | +5.4% |
| 6M | +14.3% | +41.8% | -27.6% | +13.1% |
| YTD | +27.3% | +97.3% | -70.0% | +24.2% |
| 1Y | +33.2% | +89.9% | -56.7% | +30.1% |
| All | +62.9% | +74.0% | -11.1% | +58.4% |
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