-71.3%
QS vs EQNR
+89.2%
-160.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.2% | +13.7% | +5.8% |
| 7D | +4.5% | -10.2% | +14.7% | +1.8% |
| 30D | -4.1% | +1.1% | -5.2% | -3.7% |
| 3M | -22.1% | +10.3% | -32.5% | -20.1% |
| 6M | -38.4% | +5.7% | -44.0% | -35.4% |
| YTD | -57.5% | +87.2% | -144.7% | -67.4% |
| 1Y | -71.3% | +87.4% | -158.7% | -77.8% |
| All | -71.3% | +89.2% | -160.5% | -77.8% |
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 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