+1,531.9%
MOD vs EQNR
+416.8%
+1,115.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.8% |
| 7D | -2.8% | +6.4% | -9.2% | -5.0% |
| 30D | -5.1% | +10.4% | -15.5% | -8.7% |
| 3M | -30.3% | +23.1% | -53.4% | -36.4% |
| 6M | -5.6% | +36.3% | -41.9% | -19.8% |
| YTD | +41.8% | +96.0% | -54.2% | +2.5% |
| 1Y | +28.9% | +94.2% | -65.3% | -7.5% |
| 3Y | +304.1% | +75.3% | +228.9% | +194.4% |
| 5Y | +1,575.2% | +187.2% | +1,388.0% | +746.5% |
| All | +1,531.9% | +416.8% | +1,115.1% | +498.3% |
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