+309.3%
TEL vs EQNR
+416.8%
-107.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +1.6% | +6.4% | -4.9% | -0.1% |
| 30D | -0.7% | +10.4% | -11.0% | -3.3% |
| 3M | +2.4% | +23.1% | -20.7% | -3.9% |
| 6M | +4.1% | +36.3% | -32.2% | -7.1% |
| YTD | -5.8% | +96.0% | -101.8% | -25.7% |
| 1Y | +0.9% | +94.2% | -93.3% | -20.5% |
| 3Y | +72.6% | +75.3% | -2.7% | +37.1% |
| 5Y | +57.5% | +187.2% | -129.7% | -4.2% |
| All | +309.3% | +416.8% | -107.5% | +88.2% |
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