+54.7%
OVV vs EQNR
+416.8%
-362.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.3% |
| 7D | -1.7% | +6.4% | -8.1% | -8.6% |
| 30D | +0.8% | +10.4% | -9.6% | -10.3% |
| 3M | +13.3% | +23.1% | -9.8% | -12.3% |
| 6M | +16.9% | +36.3% | -19.4% | -22.0% |
| YTD | +64.3% | +96.0% | -31.7% | -29.7% |
| 1Y | +54.2% | +94.2% | -40.0% | -33.7% |
| 3Y | +51.3% | +75.3% | -23.9% | -30.2% |
| 5Y | +154.3% | +187.2% | -33.0% | -43.2% |
| All | +54.7% | +416.8% | -362.1% | -75.6% |
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