+259.6%
OMC vs EQNR
+2,025.8%
-1,766.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.4% | +6.4% | -10.8% | -6.1% |
| 30D | -7.6% | +10.4% | -18.0% | -10.3% |
| 3M | +4.5% | +23.1% | -18.6% | -2.4% |
| 6M | -0.3% | +36.3% | -36.5% | -10.7% |
| YTD | -0.1% | +96.0% | -96.1% | -20.0% |
| 1Y | +4.6% | +94.2% | -89.6% | -16.2% |
| 3Y | +10.5% | +75.3% | -64.8% | -11.2% |
| 5Y | +31.7% | +187.2% | -155.5% | -13.2% |
| 10Y | +33.5% | +415.5% | -382.0% | -30.8% |
| All | +259.6% | +2,025.8% | -1,766.3% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling