-53.5%
S vs EQNR
+212.4%
-266.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -0.7% | +6.4% | -7.1% | -1.1% |
| 30D | -11.4% | +10.4% | -21.8% | -12.1% |
| 3M | +33.8% | +23.1% | +10.7% | +31.5% |
| 6M | +39.5% | +36.3% | +3.2% | +35.3% |
| YTD | +31.7% | +96.0% | -64.3% | +23.2% |
| 1Y | +7.0% | +94.2% | -87.2% | +0.1% |
| 3Y | +11.8% | +75.3% | -63.5% | +4.7% |
| 5Y | -69.0% | +187.2% | -256.2% | -73.2% |
| All | -53.5% | +212.4% | -266.0% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling