+1,631.8%
STZ vs EQNR
+1,938.0%
-306.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | +2.3% | +0.3% | +2.0% |
| 30D | +15.2% | -5.2% | +20.4% | +16.2% |
| 3M | +7.6% | +7.0% | +0.7% | +5.4% |
| 6M | +5.3% | +14.4% | -9.2% | +0.9% |
| YTD | +8.6% | +87.9% | -79.2% | -8.4% |
| 1Y | +15.6% | +84.8% | -69.2% | -2.3% |
| 3Y | -35.2% | +62.7% | -97.8% | -44.6% |
| 5Y | -29.1% | +144.0% | -173.1% | -47.1% |
| 10Y | +12.9% | +371.2% | -358.2% | -32.8% |
| All | +1,631.8% | +1,938.0% | -306.3% | +684.1% |
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