+889.9%
MOD vs EQNR
+1,958.9%
-1,069.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.7% |
| 7D | +6.3% | -1.9% | +8.2% | +7.2% |
| 30D | -1.7% | +12.6% | -14.2% | -7.6% |
| 3M | -30.1% | +16.5% | -46.6% | -36.7% |
| 6M | +2.7% | +31.8% | -29.1% | -15.6% |
| YTD | +44.1% | +89.8% | -45.7% | -2.6% |
| 1Y | +38.7% | +87.6% | -48.8% | -6.8% |
| 3Y | +309.8% | +70.1% | +239.7% | +177.7% |
| 5Y | +1,569.7% | +181.1% | +1,388.6% | +678.2% |
| 10Y | +1,520.5% | +370.9% | +1,149.6% | +426.9% |
| All | +889.9% | +1,958.9% | -1,069.0% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling