+328.9%
ORCL vs EQNR
+416.8%
-87.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -5.4% | +6.4% | -11.8% | -6.4% |
| 30D | -2.0% | +10.4% | -12.3% | -3.9% |
| 3M | -18.1% | +23.1% | -41.2% | -21.9% |
| 6M | -7.2% | +36.3% | -43.5% | -14.3% |
| YTD | -22.2% | +96.0% | -118.1% | -33.8% |
| 1Y | -50.6% | +94.2% | -144.8% | -58.0% |
| 3Y | +22.9% | +75.3% | -52.4% | +5.3% |
| 5Y | +79.3% | +187.2% | -108.0% | +30.0% |
| All | +328.9% | +416.8% | -87.9% | +163.3% |
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