+29.7%
Q vs EQNR
+95.7%
-66.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.8% |
| 7D | +4.1% | +5.7% | -1.6% | +5.5% |
| 30D | -10.7% | +11.3% | -22.0% | -8.3% |
| 3M | -11.7% | +21.5% | -33.2% | -6.3% |
| 6M | +8.3% | +41.8% | -33.5% | +12.2% |
| YTD | +51.3% | +97.3% | -46.0% | +52.9% |
| All | +29.7% | +95.7% | -66.0% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling