+1,851.9%
TER vs EQNR
+416.8%
+1,435.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +6.4% | +6.4% | -0.1% | +4.7% |
| 30D | -5.7% | +10.4% | -16.0% | -8.2% |
| 3M | -0.4% | +23.1% | -23.5% | -6.6% |
| 6M | +25.8% | +36.3% | -10.5% | +11.3% |
| YTD | +96.4% | +96.0% | +0.4% | +52.9% |
| 1Y | +229.2% | +94.2% | +135.0% | +156.3% |
| 3Y | +288.1% | +75.3% | +212.9% | +205.0% |
| 5Y | +219.9% | +187.2% | +32.7% | +95.7% |
| All | +1,851.9% | +416.8% | +1,435.1% | +851.7% |
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