+696.1%
ONTO vs EQNR
+271.2%
+424.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | +4.9% | +6.4% | -1.5% | +2.8% |
| 30D | -16.6% | +10.4% | -27.0% | -19.4% |
| 3M | -7.3% | +23.1% | -30.4% | -15.0% |
| 6M | +45.9% | +36.3% | +9.6% | +25.4% |
| YTD | +78.2% | +96.0% | -17.8% | +30.2% |
| 1Y | +159.8% | +94.2% | +65.6% | +89.7% |
| 3Y | +123.4% | +75.3% | +48.2% | +65.1% |
| 5Y | +265.8% | +187.2% | +78.6% | +87.7% |
| All | +696.1% | +271.2% | +424.9% | +199.5% |
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