+435.5%
SHEL vs EQNR
+2,025.8%
-1,590.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +4.1% | +6.4% | -2.3% | +0.3% |
| 30D | +8.4% | +10.4% | -2.0% | +2.2% |
| 3M | +13.7% | +23.1% | -9.4% | -0.1% |
| 6M | +12.7% | +36.3% | -23.6% | -8.1% |
| YTD | +35.3% | +96.0% | -60.7% | -11.3% |
| 1Y | +39.4% | +94.2% | -54.9% | -8.5% |
| 3Y | +71.5% | +75.3% | -3.8% | +15.8% |
| 5Y | +195.0% | +187.2% | +7.8% | +42.0% |
| 10Y | +211.1% | +415.5% | -204.4% | +6.6% |
| All | +435.5% | +2,025.8% | -1,590.3% | -4.8% |
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