+349.0%
TECK vs EQNR
+416.8%
-67.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -3.8% | +6.4% | -10.3% | -7.6% |
| 30D | +0.7% | +10.4% | -9.6% | -5.7% |
| 3M | +4.6% | +23.1% | -18.5% | -10.6% |
| 6M | +25.1% | +36.3% | -11.2% | -5.8% |
| YTD | +39.2% | +96.0% | -56.8% | -20.8% |
| 1Y | +60.3% | +94.2% | -33.9% | -9.4% |
| 3Y | +62.9% | +75.3% | -12.4% | -5.3% |
| 5Y | +181.5% | +187.2% | -5.7% | +2.4% |
| All | +349.0% | +416.8% | -67.8% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling