-27.0%
PATH vs EQNR
+67.4%
-94.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +3.1% | -10.9% | -7.8% |
| 7D | -22.8% | -1.9% | -20.9% | -22.7% |
| 30D | -6.9% | +12.6% | -19.5% | -7.1% |
| 3M | +25.4% | +16.5% | +8.9% | +25.0% |
| 6M | +18.1% | +31.8% | -13.6% | +16.8% |
| YTD | -14.5% | +89.8% | -104.3% | -17.0% |
| 1Y | +18.7% | +87.6% | -68.8% | +15.2% |
| All | -27.0% | +67.4% | -94.3% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling