+10.3%
SONY vs EQNR
+183.4%
-173.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -2.7% | +6.4% | -9.1% | -3.4% |
| 30D | +1.5% | +10.4% | -8.8% | +0.3% |
| 3M | +13.0% | +23.1% | -10.1% | +10.0% |
| 6M | +11.2% | +36.3% | -25.1% | +5.9% |
| YTD | -6.6% | +96.0% | -102.6% | -16.1% |
| 1Y | -18.1% | +94.2% | -112.3% | -26.4% |
| 3Y | +42.1% | +75.3% | -33.2% | +28.1% |
| All | +10.3% | +183.4% | -173.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling