+629.3%
ON vs EQNR
+416.8%
+212.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.8% |
| 7D | +2.4% | +6.4% | -4.1% | -0.5% |
| 30D | -8.6% | +10.4% | -19.0% | -12.7% |
| 3M | -34.3% | +23.1% | -57.4% | -41.1% |
| 6M | +28.5% | +36.3% | -7.8% | +7.1% |
| YTD | +40.6% | +96.0% | -55.4% | -3.5% |
| 1Y | +55.3% | +94.2% | -38.9% | +6.4% |
| 3Y | -22.2% | +75.3% | -97.4% | -45.9% |
| 5Y | +62.4% | +187.2% | -124.8% | -24.2% |
| All | +629.3% | +416.8% | +212.5% | +131.1% |
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 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