-0.4%
PL vs EQNR
+89.2%
-89.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | -5.6% |
| 7D | -11.7% | -10.2% | -1.5% | -10.6% |
| 30D | -27.1% | +1.1% | -28.2% | -27.3% |
| 3M | -44.6% | +10.3% | -54.9% | -45.6% |
| 6M | -67.2% | +5.7% | -72.8% | -67.6% |
| YTD | -35.9% | +87.2% | -123.1% | -39.5% |
| 1Y | -0.4% | +87.4% | -87.8% | -3.9% |
| All | -0.4% | +89.2% | -89.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling