-74.2%
OPEN vs EQNR
+360.5%
-434.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -11.4% | +6.4% | -17.9% | -12.1% |
| 30D | -20.1% | +10.4% | -30.4% | -21.2% |
| 3M | -37.6% | +23.1% | -60.7% | -39.7% |
| 6M | -47.1% | +36.3% | -83.3% | -50.6% |
| YTD | -52.1% | +96.0% | -148.1% | -58.9% |
| 1Y | -73.5% | +94.2% | -167.7% | -77.2% |
| 3Y | -24.4% | +75.3% | -99.6% | -34.8% |
| 5Y | -85.1% | +187.2% | -272.3% | -88.3% |
| All | -74.2% | +360.5% | -434.7% | -79.3% |
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