+1,327.5%
STZ vs EQNR
+1,958.9%
-631.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.1% | -8.7% | -6.3% |
| 7D | -7.4% | -1.9% | -5.5% | -7.0% |
| 30D | -10.9% | +12.6% | -23.5% | -13.4% |
| 3M | -13.4% | +16.5% | -30.0% | -16.9% |
| 6M | -16.2% | +31.8% | -48.0% | -22.6% |
| YTD | -10.4% | +89.8% | -100.3% | -24.4% |
| 1Y | -14.8% | +87.6% | -102.3% | -28.1% |
| 3Y | -50.1% | +70.1% | -120.3% | -57.7% |
| 5Y | -38.8% | +181.1% | -219.9% | -55.9% |
| 10Y | -14.1% | +370.9% | -385.0% | -48.7% |
| All | +1,327.5% | +1,958.9% | -631.5% | +547.7% |
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