+3,719.0%
TDY vs EQNR
+2,025.8%
+1,693.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -1.1% | +6.4% | -7.6% | -3.2% |
| 30D | -12.0% | +10.4% | -22.4% | -15.1% |
| 3M | -3.2% | +23.1% | -26.3% | -10.7% |
| 6M | -7.9% | +36.3% | -44.2% | -19.4% |
| YTD | +18.2% | +96.0% | -77.7% | -9.3% |
| 1Y | +6.7% | +94.2% | -87.6% | -18.3% |
| 3Y | +47.5% | +75.3% | -27.7% | +13.4% |
| 5Y | +39.5% | +187.2% | -147.7% | -15.8% |
| 10Y | +477.2% | +415.5% | +61.7% | +161.1% |
| All | +3,719.0% | +2,025.8% | +1,693.2% | +973.9% |
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