+44.3%
TECK vs EQNR
+86.3%
-42.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -7.2% |
| 7D | -6.0% | -10.6% | +4.6% | -8.6% |
| 30D | -10.7% | -1.1% | -9.6% | -10.8% |
| 3M | -9.2% | +12.6% | -21.8% | -5.9% |
| 6M | +3.9% | +4.9% | -1.0% | +6.0% |
| YTD | +25.7% | +86.1% | -60.4% | +27.3% |
| 1Y | +44.3% | +87.5% | -43.2% | +46.0% |
| All | +44.3% | +86.3% | -42.0% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling