+1,449.6%
NET vs EQNR
+243.2%
+1,206.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -7.0% | +1.7% | -8.7% | -7.4% |
| 30D | -4.8% | +11.5% | -16.3% | -7.0% |
| 3M | +3.8% | +12.9% | -9.1% | +0.8% |
| 6M | +50.0% | +36.0% | +14.1% | +38.9% |
| YTD | +41.5% | +84.1% | -42.6% | +22.5% |
| 1Y | +32.8% | +83.8% | -50.9% | +14.8% |
| 3Y | +335.9% | +68.8% | +267.1% | +277.5% |
| 5Y | +113.8% | +175.8% | -61.9% | +66.8% |
| All | +1,449.6% | +243.2% | +1,206.3% | +1,000.9% |
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