-23.8%
QS vs EQNR
+72.8%
-96.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -3.6% | +6.4% | -10.1% | -4.5% |
| 30D | -17.2% | +10.4% | -27.6% | -18.4% |
| 3M | -27.0% | +23.1% | -50.1% | -29.5% |
| 6M | -24.6% | +36.3% | -60.9% | -32.2% |
| YTD | -49.3% | +96.0% | -145.3% | -61.0% |
| 1Y | -40.3% | +94.2% | -134.6% | -54.2% |
| 3Y | -23.8% | +75.3% | -99.1% | -40.6% |
| All | -23.8% | +72.8% | -96.6% | -40.6% |
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