+252.8%
SPOT vs EQNR
+221.7%
+31.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -3.1% | +6.4% | -9.5% | -4.1% |
| 30D | +7.4% | +10.4% | -3.0% | +5.5% |
| 3M | +8.2% | +23.1% | -14.9% | +4.1% |
| 6M | +2.2% | +36.3% | -34.1% | -4.3% |
| YTD | -9.5% | +96.0% | -105.4% | -20.9% |
| 1Y | -23.8% | +94.2% | -118.1% | -33.5% |
| 3Y | +233.5% | +75.3% | +158.2% | +191.2% |
| 5Y | +112.2% | +187.2% | -75.0% | +60.2% |
| All | +252.8% | +221.7% | +31.1% | +156.5% |
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 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