+227.5%
LOW vs EQNR
+416.8%
-189.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.7% | +6.4% | -10.2% | -5.0% |
| 30D | -8.9% | +10.4% | -19.2% | -10.8% |
| 3M | -10.4% | +23.1% | -33.5% | -14.9% |
| 6M | -19.4% | +36.3% | -55.7% | -26.6% |
| YTD | -17.1% | +96.0% | -113.1% | -31.7% |
| 1Y | -26.3% | +94.2% | -120.5% | -39.3% |
| 3Y | -9.9% | +75.3% | -85.1% | -25.5% |
| 5Y | +6.1% | +187.2% | -181.1% | -31.2% |
| All | +227.5% | +416.8% | -189.3% | +60.7% |
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