+69.5%
T vs EQNR
+183.4%
-113.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | +1.5% | +6.4% | -5.0% | +1.0% |
| 30D | +7.5% | +10.4% | -2.9% | +6.7% |
| 3M | +14.8% | +23.1% | -8.3% | +12.9% |
| 6M | -1.7% | +36.3% | -38.0% | -4.1% |
| YTD | +8.7% | +96.0% | -87.3% | +3.4% |
| 1Y | -7.5% | +94.2% | -101.7% | -12.0% |
| 3Y | +110.2% | +75.3% | +35.0% | +100.1% |
| All | +69.5% | +183.4% | -113.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling