-20.4%
ORLY vs EQNR
+93.1%
-113.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.3% |
| 7D | -2.4% | +6.4% | -8.8% | -2.1% |
| 30D | -6.8% | +10.4% | -17.1% | -6.4% |
| 3M | -4.8% | +23.1% | -27.8% | -4.5% |
| 6M | -9.1% | +36.3% | -45.4% | -9.7% |
| YTD | -5.9% | +96.0% | -101.9% | -7.2% |
| 1Y | -20.4% | +94.2% | -114.6% | -21.7% |
| All | -20.4% | +93.1% | -113.5% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling