-53.1%
TE vs EQNR
+242.0%
-295.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | +0.2% | +6.4% | -6.2% | -0.2% |
| 30D | -5.9% | +10.4% | -16.3% | -6.6% |
| 3M | -45.6% | +23.1% | -68.7% | -46.6% |
| 6M | -43.4% | +36.3% | -79.7% | -45.9% |
| YTD | -31.0% | +96.0% | -127.0% | -37.6% |
| 1Y | +145.2% | +94.2% | +51.0% | +121.3% |
| 3Y | -24.1% | +75.3% | -99.3% | -31.1% |
| 5Y | -48.1% | +187.2% | -235.4% | -55.0% |
| All | -53.1% | +242.0% | -295.0% | -60.0% |
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 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