-0.4%
SLB vs EQNR
+72.8%
-73.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.5% | +6.4% | -9.0% | -5.0% |
| 30D | +7.1% | +10.4% | -3.2% | +2.6% |
| 3M | +0.6% | +23.1% | -22.5% | -8.5% |
| 6M | +17.6% | +36.3% | -18.7% | -1.4% |
| YTD | +48.5% | +96.0% | -47.5% | +0.5% |
| 1Y | +59.4% | +94.2% | -34.8% | +8.2% |
| 3Y | -0.4% | +75.3% | -75.6% | -28.2% |
| All | -0.4% | +72.8% | -73.2% | -28.2% |
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 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