+408.0%
META vs EQNR
+416.8%
-8.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +5.1% | +6.4% | -1.4% | +4.1% |
| 30D | +12.0% | +10.4% | +1.6% | +10.1% |
| 3M | +14.1% | +23.1% | -9.0% | +9.8% |
| 6M | -0.9% | +36.3% | -37.2% | -7.7% |
| YTD | -1.7% | +96.0% | -97.6% | -15.3% |
| 1Y | -13.4% | +94.2% | -107.6% | -25.5% |
| 3Y | +112.6% | +75.3% | +37.3% | +83.7% |
| 5Y | +72.6% | +187.2% | -114.6% | +23.5% |
| All | +408.0% | +416.8% | -8.8% | +200.3% |
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