+282.9%
QCOM vs EQNR
+416.8%
-133.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +7.8% | +6.4% | +1.4% | +6.1% |
| 30D | +12.2% | +10.4% | +1.8% | +9.2% |
| 3M | -9.9% | +23.1% | -32.9% | -15.5% |
| 6M | +36.9% | +36.3% | +0.6% | +22.8% |
| YTD | +8.0% | +96.0% | -87.9% | -13.9% |
| 1Y | +15.0% | +94.2% | -79.2% | -8.3% |
| 3Y | +75.8% | +75.3% | +0.6% | +41.7% |
| 5Y | +42.2% | +187.2% | -145.0% | -9.1% |
| All | +282.9% | +416.8% | -133.9% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling