+487.7%
PL vs EQNR
+74.0%
+413.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -9.0% | +5.7% | -14.8% | -10.5% |
| 30D | -29.6% | +11.3% | -40.9% | -31.7% |
| 3M | -45.7% | +21.5% | -67.2% | -49.1% |
| 6M | -34.3% | +41.8% | -76.1% | -42.5% |
| YTD | -15.4% | +97.3% | -112.7% | -33.8% |
| 1Y | +86.1% | +89.9% | -3.9% | +46.7% |
| All | +487.7% | +74.0% | +413.7% | +359.2% |
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