+1,092.7%
SO vs EQNR
+2,040.5%
-947.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.1% | +5.7% | -6.9% | -1.9% |
| 30D | -3.7% | +11.3% | -15.0% | -5.2% |
| 3M | -5.9% | +21.5% | -27.4% | -8.7% |
| 6M | -7.3% | +41.8% | -49.2% | -12.5% |
| YTD | +3.1% | +97.3% | -94.2% | -7.4% |
| 1Y | -1.0% | +89.9% | -90.9% | -10.7% |
| 3Y | +43.2% | +76.9% | -33.6% | +28.9% |
| 5Y | +59.1% | +189.2% | -130.1% | +29.7% |
| 10Y | +160.2% | +419.0% | -258.8% | +84.8% |
| All | +1,092.7% | +2,040.5% | -947.9% | +559.0% |
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