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  • STLD vs EQNR✓SelectedUSD · EQNRSTLD vs EQNR performance historyLatest closeAs of-1.50%09/10
Stock and ETF performance explorer

STLD vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,890.0%
EQNR return
+2,040.5%
Excess return
+8,849.4%
Maximum drawdown
-87.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D-1.5%-0.3%-1.2%-1.3%
7D-3.6%+5.7%-9.4%-7.0%
30D-10.1%+11.3%-21.4%-16.3%
3M-11.4%+21.5%-32.9%-23.1%
6M+30.8%+41.8%-11.0%-0.8%
YTD+40.7%+97.3%-56.7%-14.6%
1Y+80.8%+89.9%-9.1%+11.3%
3Y+140.2%+76.9%+63.3%+45.0%
5Y+288.5%+189.2%+99.3%+52.4%
10Y+1,104.3%+419.0%+685.3%+181.8%
All+10,890.0%+2,040.5%+8,849.4%+1,588.9%

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