+50.7%
O vs EQNR
+416.8%
-366.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.9% | +6.4% | -9.3% | -4.2% |
| 30D | -4.5% | +10.4% | -14.9% | -6.7% |
| 3M | -2.6% | +23.1% | -25.7% | -7.5% |
| 6M | -5.6% | +36.3% | -41.9% | -13.3% |
| YTD | +9.3% | +96.0% | -86.7% | -8.4% |
| 1Y | +4.3% | +94.2% | -89.9% | -12.5% |
| 3Y | +27.4% | +75.3% | -47.8% | +7.1% |
| 5Y | +17.1% | +187.2% | -170.2% | -20.3% |
| All | +50.7% | +416.8% | -366.1% | -29.2% |
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