+338.0%
RF vs EQNR
+416.8%
-78.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -1.0% | +6.4% | -7.4% | -3.5% |
| 30D | -3.7% | +10.4% | -14.0% | -7.7% |
| 3M | +5.3% | +23.1% | -17.7% | -4.6% |
| 6M | +17.2% | +36.3% | -19.1% | -0.8% |
| YTD | +14.5% | +96.0% | -81.5% | -18.9% |
| 1Y | +15.9% | +94.2% | -78.3% | -18.0% |
| 3Y | +91.2% | +75.3% | +15.9% | +36.2% |
| 5Y | +90.0% | +187.2% | -97.2% | -8.6% |
| All | +338.0% | +416.8% | -78.8% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling