+433.8%
MAR vs EQNR
+416.8%
+17.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.5% | +6.4% | -7.0% | -2.2% |
| 30D | -5.4% | +10.4% | -15.8% | -8.0% |
| 3M | -15.5% | +23.1% | -38.6% | -20.6% |
| 6M | +3.0% | +36.3% | -33.3% | -7.7% |
| YTD | +8.5% | +96.0% | -87.4% | -13.8% |
| 1Y | +26.0% | +94.2% | -68.3% | 0.0% |
| 3Y | +68.6% | +75.3% | -6.7% | +34.2% |
| 5Y | +157.4% | +187.2% | -29.8% | +55.9% |
| All | +433.8% | +416.8% | +17.0% | +160.7% |
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