+696.3%
TEL vs EQNR
+338.1%
+358.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +1.6% | +6.4% | -4.9% | -0.8% |
| 30D | -0.7% | +10.4% | -11.0% | -4.4% |
| 3M | +2.4% | +23.1% | -20.7% | -6.7% |
| 6M | +4.1% | +36.3% | -32.2% | -11.1% |
| YTD | -5.8% | +96.0% | -101.8% | -31.2% |
| 1Y | +0.9% | +94.2% | -93.3% | -26.5% |
| 3Y | +72.6% | +75.3% | -2.7% | +26.6% |
| 5Y | +57.5% | +187.2% | -129.7% | -13.6% |
| 10Y | +313.6% | +415.5% | -101.8% | +58.5% |
| All | +696.3% | +338.1% | +358.1% | +152.6% |
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