-48.8%
SE vs EQNR
+89.2%
-138.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.2% | +10.7% | +2.5% |
| 7D | +6.7% | -10.2% | +16.9% | +3.4% |
| 30D | -17.2% | +1.1% | -18.3% | -16.6% |
| 3M | -28.0% | +10.3% | -38.4% | -25.2% |
| 6M | -6.1% | +5.7% | -11.8% | -2.9% |
| YTD | -37.1% | +87.2% | -124.4% | -26.9% |
| 1Y | -48.8% | +87.4% | -136.2% | -40.0% |
| All | -48.8% | +89.2% | -138.0% | -40.0% |
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