-67.1%
SE vs EQNR
+183.4%
-250.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -5.2% | +6.4% | -11.7% | -6.0% |
| 30D | -17.1% | +10.4% | -27.4% | -18.2% |
| 3M | +24.0% | +23.1% | +0.9% | +19.8% |
| 6M | +21.0% | +36.3% | -15.3% | +12.5% |
| YTD | -16.7% | +96.0% | -112.7% | -29.3% |
| 1Y | -45.9% | +94.2% | -140.2% | -54.1% |
| 3Y | +177.8% | +75.3% | +102.6% | +137.9% |
| All | -67.1% | +183.4% | -250.5% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling