-32.6%
MOD vs EQNR
+89.2%
-121.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.2% | -15.2% | -22.6% |
| 7D | -31.3% | -10.2% | -21.1% | -33.1% |
| 30D | -46.1% | +1.1% | -47.2% | -45.4% |
| 3M | -51.1% | +10.3% | -61.5% | -49.1% |
| 6M | -62.1% | +5.7% | -67.7% | -60.6% |
| YTD | -26.2% | +87.2% | -113.4% | -20.9% |
| 1Y | -32.6% | +87.4% | -120.0% | -26.0% |
| All | -32.6% | +89.2% | -121.8% | -26.0% |
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