+106.4%
SONY vs EQNR
+2,025.8%
-1,919.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.7% | +6.4% | -9.1% | -4.6% |
| 30D | +1.5% | +10.4% | -8.8% | -1.7% |
| 3M | +13.0% | +23.1% | -10.1% | +5.0% |
| 6M | +11.2% | +36.3% | -25.1% | -1.3% |
| YTD | -6.6% | +96.0% | -102.6% | -26.7% |
| 1Y | -18.1% | +94.2% | -112.3% | -35.6% |
| 3Y | +42.1% | +75.3% | -33.2% | +12.2% |
| 5Y | +11.0% | +187.2% | -176.2% | -29.5% |
| 10Y | +289.2% | +415.5% | -126.3% | +84.1% |
| All | +106.4% | +2,025.8% | -1,919.4% | -34.0% |
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