+90.1%
OKTA vs EQNR
+85.2%
+4.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | 0.0% |
| 7D | +2.6% | +1.7% | +0.9% | +2.7% |
| 30D | +16.0% | +11.5% | +4.6% | +16.8% |
| 3M | +38.2% | +12.9% | +25.3% | +39.7% |
| 6M | +137.8% | +36.0% | +101.9% | +142.7% |
| YTD | +97.3% | +84.1% | +13.2% | +113.2% |
| 1Y | +90.1% | +83.8% | +6.3% | +107.7% |
| All | +90.1% | +85.2% | +4.9% | +107.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling