+421.8%
PR vs EQNR
+188.3%
+233.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | -0.2% | +5.7% | -5.9% | -4.9% |
| 30D | +10.4% | +11.3% | -0.8% | +0.8% |
| 3M | +21.1% | +21.5% | -0.3% | +2.0% |
| 6M | +28.8% | +41.8% | -13.1% | -7.0% |
| YTD | +71.8% | +97.3% | -25.5% | -8.7% |
| 1Y | +73.3% | +89.9% | -16.6% | -5.1% |
| 3Y | +85.9% | +76.9% | +9.0% | +5.9% |
| 5Y | +421.8% | +189.2% | +232.6% | +69.2% |
| All | +421.8% | +188.3% | +233.4% | +69.2% |
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 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