+1,660.3%
PLTR vs EQNR
+380.6%
+1,279.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -4.1% | +6.4% | -10.5% | -4.8% |
| 30D | -2.2% | +10.4% | -12.6% | -3.4% |
| 3M | +27.6% | +23.1% | +4.5% | +23.8% |
| 6M | +10.3% | +36.3% | -26.0% | +4.5% |
| YTD | -5.9% | +96.0% | -101.9% | -16.2% |
| 1Y | +1.7% | +94.2% | -92.5% | -9.4% |
| 3Y | +959.1% | +75.3% | +883.8% | +846.8% |
| 5Y | +536.3% | +187.2% | +349.1% | +455.2% |
| All | +1,660.3% | +380.6% | +1,279.8% | +1,423.4% |
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