+327.1%
NET vs EQNR
+66.9%
+260.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.8% |
| 7D | -7.0% | +1.7% | -8.7% | -7.2% |
| 30D | -4.8% | +11.5% | -16.3% | -6.3% |
| 3M | +3.8% | +12.9% | -9.1% | +1.6% |
| 6M | +50.0% | +36.0% | +14.1% | +41.1% |
| YTD | +41.5% | +84.1% | -42.6% | +26.8% |
| 1Y | +32.8% | +83.8% | -50.9% | +18.9% |
| All | +327.1% | +66.9% | +260.2% | +267.2% |
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 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