-62.6%
OUST vs EQNR
+354.3%
-417.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.6% | -3.8% |
| 7D | +4.0% | +3.8% | +0.3% | +3.5% |
| 30D | -14.0% | +11.4% | -25.4% | -15.2% |
| 3M | -5.9% | +24.8% | -30.7% | -9.2% |
| 6M | +76.4% | +42.3% | +34.1% | +63.2% |
| YTD | +67.5% | +97.9% | -30.4% | +43.2% |
| 1Y | +27.1% | +95.9% | -68.8% | +8.7% |
| 3Y | +619.0% | +77.3% | +541.7% | +519.0% |
| 5Y | -54.9% | +195.3% | -250.2% | -65.9% |
| All | -62.6% | +354.3% | -417.0% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling