-22.0%
QID vs EQNR
+89.2%
-111.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.4% | +0.2% |
| 7D | +9.8% | -10.2% | +20.0% | +13.5% |
| 30D | +18.9% | +1.1% | +17.8% | +18.0% |
| 3M | +9.6% | +10.3% | -0.7% | +5.5% |
| 6M | -7.8% | +5.7% | -13.5% | -10.6% |
| YTD | -23.3% | +87.2% | -110.5% | -30.8% |
| 1Y | -22.0% | +87.4% | -109.4% | -30.1% |
| All | -22.0% | +89.2% | -111.3% | -30.1% |
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