+27.5%
QSR vs EQNR
+72.8%
-45.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -4.0% | +6.4% | -10.4% | -4.3% |
| 30D | +2.8% | +10.4% | -7.6% | +2.2% |
| 3M | +5.1% | +23.1% | -18.0% | +3.6% |
| 6M | +8.8% | +36.3% | -27.5% | +5.7% |
| YTD | +14.8% | +96.0% | -81.1% | +7.3% |
| 1Y | +25.7% | +94.2% | -68.5% | +17.5% |
| 3Y | +27.5% | +75.3% | -47.7% | +17.6% |
| All | +27.5% | +72.8% | -45.3% | +17.6% |
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