+147.9%
OXY vs EQNR
+183.4%
-35.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | +2.8% | +6.4% | -3.6% | -1.7% |
| 30D | +5.5% | +10.4% | -4.9% | -1.9% |
| 3M | +11.3% | +23.1% | -11.8% | -4.6% |
| 6M | +11.6% | +36.3% | -24.7% | -11.6% |
| YTD | +51.6% | +96.0% | -44.4% | -8.1% |
| 1Y | +36.2% | +94.2% | -58.0% | -17.1% |
| 3Y | +1.7% | +75.3% | -73.5% | -34.9% |
| All | +147.9% | +183.4% | -35.5% | -4.5% |
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