-55.3%
PODD vs EQNR
+183.4%
-238.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -10.5% | +6.4% | -17.0% | -11.1% |
| 30D | -9.0% | +10.4% | -19.4% | -10.0% |
| 3M | -11.5% | +23.1% | -34.6% | -13.6% |
| 6M | -44.7% | +36.3% | -81.0% | -47.0% |
| YTD | -53.6% | +96.0% | -149.5% | -57.9% |
| 1Y | -61.0% | +94.2% | -155.2% | -64.6% |
| 3Y | -24.7% | +75.3% | -100.0% | -31.5% |
| All | -55.3% | +183.4% | -238.7% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling