+1,258.4%
NET vs EQNR
+246.9%
+1,011.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.2% |
| 7D | -21.2% | -10.6% | -10.6% | -19.5% |
| 30D | -31.1% | -1.1% | -30.0% | -31.1% |
| 3M | -16.5% | +12.6% | -29.2% | -18.8% |
| 6M | 0.0% | +4.9% | -4.9% | -1.8% |
| YTD | +24.0% | +86.1% | -62.1% | +7.0% |
| 1Y | +7.0% | +87.5% | -80.5% | -7.9% |
| 3Y | +279.6% | +62.7% | +216.9% | +231.2% |
| 5Y | +24.0% | +137.0% | -113.1% | -0.6% |
| All | +1,258.4% | +246.9% | +1,011.5% | +861.4% |
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