-63.6%
OUST vs EQNR
+350.0%
-413.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.0% | +6.4% | -9.5% | -3.8% |
| 30D | -23.4% | +10.4% | -33.8% | -24.4% |
| 3M | -10.8% | +23.1% | -33.9% | -13.7% |
| 6M | +42.7% | +36.3% | +6.5% | +33.2% |
| YTD | +63.3% | +96.0% | -32.7% | +39.8% |
| 1Y | +15.0% | +94.2% | -79.3% | -1.5% |
| 3Y | +610.9% | +75.3% | +535.6% | +512.9% |
| 5Y | -54.8% | +187.2% | -242.0% | -65.6% |
| All | -63.6% | +350.0% | -413.6% | -72.4% |
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