-78.0%
PATH vs EQNR
+223.5%
-301.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.5% |
| 7D | -16.3% | +1.7% | -18.0% | -16.5% |
| 30D | +9.9% | +11.5% | -1.5% | +8.4% |
| 3M | +30.2% | +12.9% | +17.3% | +27.7% |
| 6M | +37.2% | +36.0% | +1.3% | +30.4% |
| YTD | -7.3% | +84.1% | -91.4% | -16.4% |
| 1Y | +40.0% | +83.8% | -43.8% | +26.0% |
| 3Y | -4.4% | +68.8% | -73.2% | -14.0% |
| 5Y | -76.0% | +175.8% | -251.8% | -80.5% |
| All | -78.0% | +223.5% | -301.5% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling