+79.9%
PL vs EQNR
+222.8%
-142.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.4% |
| 7D | -7.5% | -1.9% | -5.6% | -7.1% |
| 30D | -25.6% | +12.6% | -38.1% | -27.8% |
| 3M | -45.6% | +16.5% | -62.1% | -48.0% |
| 6M | -29.5% | +31.8% | -61.3% | -35.3% |
| YTD | -9.7% | +89.8% | -99.5% | -24.3% |
| 1Y | +84.4% | +87.6% | -3.2% | +54.3% |
| 3Y | +550.0% | +70.1% | +479.9% | +447.2% |
| 5Y | +79.0% | +181.1% | -102.1% | +36.7% |
| All | +79.9% | +222.8% | -142.9% | +37.1% |
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