+361.0%
ORLY vs EQNR
+416.8%
-55.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | -2.4% | +6.4% | -8.8% | -3.4% |
| 30D | -6.8% | +10.4% | -17.1% | -8.3% |
| 3M | -4.8% | +23.1% | -27.8% | -8.4% |
| 6M | -9.1% | +36.3% | -45.4% | -14.8% |
| YTD | -5.9% | +96.0% | -101.9% | -17.7% |
| 1Y | -20.4% | +94.2% | -114.6% | -30.4% |
| 3Y | +36.6% | +75.3% | -38.7% | +19.5% |
| 5Y | +117.3% | +187.2% | -69.9% | +60.1% |
| All | +361.0% | +416.8% | -55.8% | +165.5% |
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