+66.2%
PL vs EQNR
+233.3%
-167.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -9.2% | +6.4% | -15.7% | -10.6% |
| 30D | -32.9% | +10.4% | -43.2% | -34.5% |
| 3M | -51.9% | +23.1% | -74.9% | -54.6% |
| 6M | -35.3% | +36.3% | -71.6% | -41.1% |
| YTD | -16.6% | +96.0% | -112.6% | -30.6% |
| 1Y | +70.1% | +94.2% | -24.1% | +41.3% |
| 3Y | +479.2% | +75.3% | +404.0% | +383.9% |
| 5Y | +65.9% | +187.2% | -121.3% | +25.7% |
| All | +66.2% | +233.3% | -167.1% | +25.6% |
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