+92.1%
M vs EQNR
+2,040.5%
-1,948.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | -8.8% | +5.7% | -14.5% | -10.8% |
| 30D | -16.4% | +11.3% | -27.7% | -19.9% |
| 3M | -10.8% | +21.5% | -32.3% | -18.4% |
| 6M | +16.1% | +41.8% | -25.7% | -1.9% |
| YTD | -5.3% | +97.3% | -102.6% | -30.4% |
| 1Y | +24.9% | +89.9% | -65.1% | -7.3% |
| 3Y | +97.5% | +76.9% | +20.7% | +45.9% |
| 5Y | +20.4% | +189.2% | -168.8% | -30.9% |
| 10Y | -10.5% | +419.0% | -429.5% | -60.3% |
| All | +92.1% | +2,040.5% | -1,948.4% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling