-21.7%
ONON vs EQNR
+169.7%
-191.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -2.1% | +6.4% | -8.5% | -2.6% |
| 30D | -11.6% | +10.4% | -22.0% | -12.4% |
| 3M | -30.1% | +23.1% | -53.2% | -31.6% |
| 6M | -30.5% | +36.3% | -66.8% | -34.2% |
| YTD | -41.0% | +96.0% | -137.0% | -48.3% |
| 1Y | -36.7% | +94.2% | -130.9% | -44.5% |
| 3Y | -8.6% | +75.3% | -83.9% | -19.5% |
| All | -21.7% | +169.7% | -191.4% | -34.7% |
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 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