-18.2%
META vs EQNR
+87.7%
-105.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +2.5% |
| 7D | +6.9% | +2.7% | +4.3% | +7.7% |
| 30D | +3.9% | +10.0% | -6.1% | +6.5% |
| 3M | -1.9% | +13.5% | -15.4% | +2.1% |
| 6M | -6.6% | +39.2% | -45.9% | -2.4% |
| YTD | -7.3% | +86.6% | -93.9% | -2.6% |
| All | -18.2% | +87.7% | -105.9% | -13.9% |
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