-4.0%
M vs EQNR
+416.8%
-420.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.0% |
| 7D | -4.2% | +6.4% | -10.6% | -6.8% |
| 30D | -7.2% | +10.4% | -17.5% | -11.2% |
| 3M | -11.1% | +23.1% | -34.2% | -19.8% |
| 6M | +28.8% | +36.3% | -7.5% | +8.5% |
| YTD | +2.0% | +96.0% | -93.9% | -28.4% |
| 1Y | +31.3% | +94.2% | -63.0% | -8.1% |
| 3Y | +119.1% | +75.3% | +43.8% | +54.4% |
| 5Y | +29.7% | +187.2% | -157.5% | -37.6% |
| All | -4.0% | +416.8% | -420.9% | -66.0% |
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 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