+99.5%
SHOP vs EQNR
+72.8%
+26.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -11.2% | +6.4% | -17.7% | -10.8% |
| 30D | -14.4% | +10.4% | -24.7% | -13.8% |
| 3M | +16.6% | +23.1% | -6.5% | +17.7% |
| 6M | -0.6% | +36.3% | -36.9% | -1.8% |
| YTD | -20.0% | +96.0% | -116.0% | -25.5% |
| 1Y | -11.2% | +94.2% | -105.4% | -17.5% |
| 3Y | +99.5% | +75.3% | +24.2% | +83.8% |
| All | +99.5% | +72.8% | +26.7% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling