+272.6%
P vs EQNR
+183.4%
+89.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -1.3% | +6.4% | -7.8% | -2.1% |
| 30D | -11.9% | +10.4% | -22.2% | -12.9% |
| 3M | +41.6% | +23.1% | +18.5% | +37.7% |
| 6M | +58.1% | +36.3% | +21.8% | +50.7% |
| YTD | +46.5% | +96.0% | -49.5% | +32.8% |
| 1Y | +19.1% | +94.2% | -75.2% | +7.8% |
| 3Y | +150.6% | +75.3% | +75.3% | +128.1% |
| All | +272.6% | +183.4% | +89.2% | +201.5% |
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