+7,475.9%
SHOP vs EQNR
+331.0%
+7,144.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -11.2% | +6.4% | -17.7% | -12.5% |
| 30D | -14.4% | +10.4% | -24.7% | -16.4% |
| 3M | +16.6% | +23.1% | -6.5% | +10.2% |
| 6M | -0.6% | +36.3% | -36.9% | -9.8% |
| YTD | -20.0% | +96.0% | -116.0% | -34.5% |
| 1Y | -11.2% | +94.2% | -105.4% | -27.4% |
| 3Y | +99.5% | +75.3% | +24.2% | +64.4% |
| 5Y | -13.2% | +187.2% | -200.4% | -40.9% |
| 10Y | +3,038.2% | +415.5% | +2,622.7% | +1,446.8% |
| All | +7,475.9% | +331.0% | +7,144.8% | +4,149.1% |
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