+26.9%
M vs EQNR
+183.4%
-156.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +7.8% |
| 7D | -4.2% | +6.4% | -10.6% | -5.2% |
| 30D | -7.2% | +10.4% | -17.5% | -8.7% |
| 3M | -11.1% | +23.1% | -34.2% | -14.6% |
| 6M | +28.8% | +36.3% | -7.5% | +19.6% |
| YTD | +2.0% | +96.0% | -93.9% | -13.8% |
| 1Y | +31.3% | +94.2% | -63.0% | +10.9% |
| 3Y | +119.1% | +75.3% | +43.8% | +86.0% |
| All | +26.9% | +183.4% | -156.5% | -4.2% |
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