+90.5%
PR vs EQNR
+72.8%
+17.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +1.8% | +6.4% | -4.6% | -2.6% |
| 30D | +10.9% | +10.4% | +0.5% | +3.5% |
| 3M | +24.5% | +23.1% | +1.4% | +7.5% |
| 6M | +25.0% | +36.3% | -11.3% | -0.7% |
| YTD | +72.4% | +96.0% | -23.6% | +4.1% |
| 1Y | +77.2% | +94.2% | -17.0% | +7.4% |
| 3Y | +90.5% | +75.3% | +15.2% | +23.5% |
| All | +90.5% | +72.8% | +17.7% | +23.5% |
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