+73.6%
META vs EQNR
+183.4%
-109.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +5.1% | +6.4% | -1.4% | +5.1% |
| 30D | +12.0% | +10.4% | +1.6% | +12.1% |
| 3M | +14.1% | +23.1% | -9.0% | +14.4% |
| 6M | -0.9% | +36.3% | -37.2% | -1.6% |
| YTD | -1.7% | +96.0% | -97.6% | -4.7% |
| 1Y | -13.4% | +94.2% | -107.6% | -16.0% |
| 3Y | +112.6% | +75.3% | +37.3% | +105.3% |
| All | +73.6% | +183.4% | -109.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling