+608.9%
OUST vs EQNR
+74.0%
+534.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -1.7% | +5.7% | -7.4% | -2.0% |
| 30D | -21.9% | +11.3% | -33.2% | -22.5% |
| 3M | -8.2% | +21.5% | -29.7% | -9.3% |
| 6M | +57.5% | +41.8% | +15.6% | +45.7% |
| YTD | +62.8% | +97.3% | -34.5% | +34.6% |
| 1Y | +24.5% | +89.9% | -65.4% | +4.1% |
| All | +608.9% | +74.0% | +534.9% | +510.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling