+21.2%
OUST vs EQNR
+89.2%
-68.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -6.2% | +21.9% | +13.2% |
| 7D | -0.2% | -10.2% | +10.0% | -3.7% |
| 30D | -24.0% | +1.1% | -25.0% | -23.1% |
| 3M | -29.9% | +10.3% | -40.2% | -26.8% |
| 6M | +19.1% | +5.7% | +13.5% | +27.7% |
| YTD | +55.0% | +87.2% | -32.2% | +51.1% |
| 1Y | +21.2% | +87.4% | -66.2% | +21.2% |
| All | +21.2% | +89.2% | -68.1% | +21.2% |
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