+26.2%
MAR vs EQNR
+85.2%
-59.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | -0.1% |
| 7D | -4.2% | +1.7% | -5.8% | -3.8% |
| 30D | -6.7% | +11.5% | -18.1% | -4.7% |
| 3M | -12.5% | +12.9% | -25.4% | -10.1% |
| 6M | +0.6% | +36.0% | -35.4% | +5.0% |
| YTD | +9.1% | +84.1% | -75.0% | +13.6% |
| 1Y | +26.2% | +83.8% | -57.6% | +31.5% |
| All | +26.2% | +85.2% | -59.0% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling