-75.1%
PATH vs EQNR
+195.1%
-270.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.4% | -3.6% |
| 7D | -24.6% | +3.8% | -28.4% | -24.9% |
| 30D | -13.0% | +11.4% | -24.4% | -14.1% |
| 3M | +26.2% | +24.8% | +1.4% | +22.3% |
| 6M | +13.4% | +42.3% | -28.9% | +7.3% |
| YTD | -17.2% | +97.9% | -115.1% | -25.8% |
| 1Y | +14.0% | +95.9% | -81.9% | +2.1% |
| 3Y | -26.6% | +77.3% | -103.9% | -34.1% |
| 5Y | -75.1% | +195.3% | -270.3% | -78.9% |
| All | -75.1% | +195.1% | -270.2% | -78.9% |
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