+553.4%
SE vs EQNR
+280.4%
+273.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -5.2% | +6.4% | -11.7% | -6.7% |
| 30D | -17.1% | +10.4% | -27.4% | -19.2% |
| 3M | +24.0% | +23.1% | +0.9% | +16.6% |
| 6M | +21.0% | +36.3% | -15.3% | +8.4% |
| YTD | -16.7% | +96.0% | -112.7% | -33.6% |
| 1Y | -45.9% | +94.2% | -140.2% | -56.9% |
| 3Y | +177.8% | +75.3% | +102.6% | +123.5% |
| 5Y | -67.4% | +187.2% | -254.6% | -78.5% |
| All | +553.4% | +280.4% | +273.0% | +286.2% |
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