+1.7%
OWL vs EQNR
+72.8%
-71.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -10.1% | +6.4% | -16.6% | -10.3% |
| 30D | -11.9% | +10.4% | -22.3% | -12.3% |
| 3M | +10.7% | +23.1% | -12.4% | +9.1% |
| 6M | +22.1% | +36.3% | -14.2% | +17.9% |
| YTD | -24.8% | +96.0% | -120.8% | -32.1% |
| 1Y | -39.2% | +94.2% | -133.4% | -45.2% |
| 3Y | +1.7% | +75.3% | -73.5% | -8.1% |
| All | +1.7% | +72.8% | -71.1% | -8.1% |
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