+50.1%
MSFT vs EQNR
+72.8%
-22.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -0.8% | +6.4% | -7.3% | -0.7% |
| 30D | +0.8% | +10.4% | -9.5% | +1.0% |
| 3M | +27.2% | +23.1% | +4.1% | +27.4% |
| 6M | +22.9% | +36.3% | -13.4% | +22.2% |
| YTD | +3.1% | +96.0% | -92.8% | +0.6% |
| 1Y | -0.3% | +94.2% | -94.5% | -2.7% |
| 3Y | +50.1% | +75.3% | -25.2% | +44.6% |
| All | +50.1% | +72.8% | -22.7% | +44.6% |
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