+5.2%
LOW vs EQNR
+183.4%
-178.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -3.7% | +6.4% | -10.2% | -3.7% |
| 30D | -8.9% | +10.4% | -19.2% | -8.9% |
| 3M | -10.4% | +23.1% | -33.5% | -10.4% |
| 6M | -19.4% | +36.3% | -55.7% | -20.4% |
| YTD | -17.1% | +96.0% | -113.1% | -20.5% |
| 1Y | -26.3% | +94.2% | -120.5% | -29.3% |
| 3Y | -9.9% | +75.3% | -85.1% | -13.7% |
| All | +5.2% | +183.4% | -178.1% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling