-22.9%
SPOT vs EQNR
+85.2%
-108.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -3.2% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | +12.5% | +11.5% | +1.0% | +12.4% |
| 3M | +9.9% | +12.9% | -3.0% | +9.7% |
| 6M | +1.6% | +36.0% | -34.4% | -1.7% |
| YTD | -6.6% | +84.1% | -90.7% | -11.8% |
| 1Y | -22.9% | +83.8% | -106.7% | -26.6% |
| All | -22.9% | +85.2% | -108.2% | -26.6% |
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