+19.1%
P vs EQNR
+93.1%
-74.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -1.3% | +6.4% | -7.8% | -1.3% |
| 30D | -11.9% | +10.4% | -22.2% | -11.9% |
| 3M | +41.6% | +23.1% | +18.5% | +41.5% |
| 6M | +58.1% | +36.3% | +21.8% | +54.8% |
| YTD | +46.5% | +96.0% | -49.5% | +48.1% |
| 1Y | +19.1% | +94.2% | -75.2% | +23.2% |
| All | +19.1% | +93.1% | -74.0% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling