-1.9%
SONY vs EQNR
+86.3%
-88.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.1% |
| 7D | +8.1% | -10.6% | +18.7% | +7.9% |
| 30D | +15.5% | -1.1% | +16.6% | +15.3% |
| 3M | +22.7% | +12.6% | +10.1% | +22.7% |
| 6M | +36.9% | +4.9% | +32.0% | +35.8% |
| YTD | +7.6% | +86.1% | -78.5% | -2.2% |
| 1Y | -1.9% | +87.5% | -89.4% | -10.9% |
| All | -1.9% | +86.3% | -88.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling