+24.6%
Q vs EQNR
+85.1%
-60.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.1% |
| 7D | -6.2% | +2.7% | -8.8% | -5.5% |
| 30D | -16.3% | +10.0% | -26.3% | -14.1% |
| 3M | -23.5% | +13.5% | -37.0% | -20.1% |
| 6M | +2.1% | +39.2% | -37.1% | +3.7% |
| YTD | +45.4% | +86.6% | -41.3% | +45.0% |
| All | +24.6% | +85.1% | -60.5% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling