-0.3%
SPOT vs EQNR
+89.2%
-89.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.2% | +10.8% | +4.5% |
| 7D | +16.6% | -10.2% | +26.8% | +16.5% |
| 30D | +29.9% | +1.1% | +28.9% | +30.0% |
| 3M | +31.3% | +10.3% | +20.9% | +31.2% |
| 6M | +43.2% | +5.7% | +37.6% | +42.7% |
| YTD | +8.1% | +87.2% | -79.1% | -1.0% |
| 1Y | -0.3% | +87.4% | -87.7% | -8.5% |
| All | -0.3% | +89.2% | -89.5% | -8.5% |
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