+18.0%
Q vs EQNR
+89.2%
-71.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | -1.5% |
| 7D | -3.3% | -10.2% | +6.9% | -5.6% |
| 30D | -9.7% | +1.1% | -10.8% | -9.2% |
| 3M | -16.1% | +10.3% | -26.4% | -13.5% |
| 6M | -15.7% | +5.7% | -21.4% | -13.2% |
| YTD | +45.7% | +87.2% | -41.5% | +45.8% |
| 1Y | +18.0% | +87.4% | -69.4% | +19.2% |
| All | +18.0% | +89.2% | -71.2% | +19.2% |
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 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