+1,393.1%
NET vs EQNR
+242.4%
+1,150.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +10.2% |
| 7D | -4.3% | -13.9% | +9.6% | -1.4% |
| 30D | -21.6% | +0.9% | -22.6% | -21.9% |
| 3M | -5.5% | +7.4% | -13.0% | -7.2% |
| 6M | +8.1% | +12.6% | -4.5% | +4.7% |
| YTD | +36.3% | +83.7% | -47.4% | +17.9% |
| 1Y | +19.0% | +83.3% | -64.4% | +2.8% |
| 3Y | +325.8% | +60.3% | +265.6% | +272.6% |
| 5Y | +36.2% | +134.0% | -97.7% | +9.5% |
| All | +1,393.1% | +242.4% | +1,150.7% | +959.2% |
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 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