+282.7%
MOD vs EQNR
+74.0%
+208.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -3.9% | +5.7% | -9.7% | -4.1% |
| 30D | -9.6% | +11.3% | -20.9% | -9.9% |
| 3M | -30.6% | +21.5% | -52.1% | -31.0% |
| 6M | -10.9% | +41.8% | -52.8% | -15.7% |
| YTD | +34.3% | +97.3% | -63.1% | +17.4% |
| 1Y | +18.3% | +89.9% | -71.6% | +4.0% |
| All | +282.7% | +74.0% | +208.7% | +226.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling