-54.3%
OUST vs EQNR
+185.3%
-239.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -1.7% | +5.7% | -7.4% | -2.3% |
| 30D | -21.9% | +11.3% | -33.2% | -22.9% |
| 3M | -8.2% | +21.5% | -29.7% | -10.6% |
| 6M | +57.5% | +41.8% | +15.6% | +46.1% |
| YTD | +62.8% | +97.3% | -34.5% | +39.3% |
| 1Y | +24.5% | +89.9% | -65.4% | +7.3% |
| 3Y | +599.0% | +76.9% | +522.2% | +501.3% |
| All | -54.3% | +185.3% | -239.6% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling