+322.4%
NET vs EQNR
+60.0%
+262.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.2% | +3.6% | -1.8% |
| 7D | -16.4% | -10.2% | -6.2% | -15.3% |
| 30D | -25.8% | +1.1% | -26.9% | -25.9% |
| 3M | -11.5% | +10.3% | -21.9% | -12.7% |
| 6M | +18.9% | +5.7% | +13.3% | +17.3% |
| YTD | +35.2% | +87.2% | -52.0% | +22.3% |
| 1Y | +14.5% | +87.4% | -73.0% | +3.4% |
| All | +322.4% | +60.0% | +262.4% | +281.9% |
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 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