+194.3%
NOK vs EQNR
+72.8%
+121.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.9% |
| 7D | +11.0% | +6.4% | +4.5% | +10.2% |
| 30D | +7.8% | +10.4% | -2.5% | +6.6% |
| 3M | -21.0% | +23.1% | -44.1% | -23.2% |
| 6M | +40.9% | +36.3% | +4.6% | +33.4% |
| YTD | +72.0% | +96.0% | -23.9% | +52.9% |
| 1Y | +140.9% | +94.2% | +46.7% | +114.1% |
| 3Y | +194.3% | +75.3% | +119.0% | +163.8% |
| All | +194.3% | +72.8% | +121.5% | +163.8% |
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