+681.1%
P vs EQNR
+416.8%
+264.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | -1.3% | +6.4% | -7.8% | -3.3% |
| 30D | -11.9% | +10.4% | -22.2% | -14.7% |
| 3M | +41.6% | +23.1% | +18.5% | +31.3% |
| 6M | +58.1% | +36.3% | +21.8% | +39.9% |
| YTD | +46.5% | +96.0% | -49.5% | +14.3% |
| 1Y | +19.1% | +94.2% | -75.2% | -7.6% |
| 3Y | +150.6% | +75.3% | +75.3% | +95.8% |
| 5Y | +271.8% | +187.2% | +84.5% | +115.9% |
| All | +681.1% | +416.8% | +264.3% | +264.4% |
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 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