+33.0%
Q vs EQNR
+94.4%
-61.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.3% |
| 7D | +4.9% | +6.4% | -1.5% | +6.5% |
| 30D | -11.0% | +10.4% | -21.3% | -8.7% |
| 3M | -15.2% | +23.1% | -38.3% | -9.8% |
| 6M | +8.8% | +36.3% | -27.5% | +12.7% |
| YTD | +55.1% | +96.0% | -40.9% | +56.5% |
| All | +33.0% | +94.4% | -61.4% | +33.9% |
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