+30.2%
OMC vs EQNR
+183.4%
-153.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -4.4% | +6.4% | -10.8% | -5.0% |
| 30D | -7.6% | +10.4% | -18.0% | -8.6% |
| 3M | +4.5% | +23.1% | -18.6% | +1.8% |
| 6M | -0.3% | +36.3% | -36.5% | -4.9% |
| YTD | -0.1% | +96.0% | -96.1% | -9.8% |
| 1Y | +4.6% | +94.2% | -89.6% | -5.5% |
| 3Y | +10.5% | +75.3% | -64.8% | +0.2% |
| All | +30.2% | +183.4% | -153.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling