-73.5%
QID vs EQNR
+72.8%
-146.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | +1.3% | +6.4% | -5.2% | +1.4% |
| 30D | +2.9% | +10.4% | -7.4% | +3.1% |
| 3M | -0.7% | +23.1% | -23.8% | -0.4% |
| 6M | -29.7% | +36.3% | -66.0% | -27.4% |
| YTD | -27.9% | +96.0% | -123.8% | -19.0% |
| 1Y | -34.6% | +94.2% | -128.8% | -26.6% |
| 3Y | -73.5% | +75.3% | -148.8% | -69.2% |
| All | -73.5% | +72.8% | -146.3% | -69.2% |
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 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