-80.8%
PATH vs EQNR
+230.1%
-310.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +2.1% | +2.3% | -0.2% | +1.8% |
| 30D | +1.6% | -5.2% | +6.8% | +2.1% |
| 3M | -20.4% | +7.0% | -27.4% | -21.3% |
| 6M | +40.1% | +14.4% | +25.7% | +36.8% |
| YTD | -19.0% | +87.9% | -106.9% | -27.3% |
| 1Y | -5.8% | +84.8% | -90.6% | -15.2% |
| 3Y | -22.9% | +62.7% | -85.6% | -30.0% |
| 5Y | -75.3% | +144.0% | -219.3% | -79.8% |
| All | -80.8% | +230.1% | -310.9% | -84.6% |
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