+930.5%
TER vs EQNR
+2,025.8%
-1,095.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +6.4% | +6.4% | -0.1% | +4.0% |
| 30D | -5.7% | +10.4% | -16.0% | -9.2% |
| 3M | -0.4% | +23.1% | -23.5% | -9.3% |
| 6M | +25.8% | +36.3% | -10.5% | +6.9% |
| YTD | +96.4% | +96.0% | +0.4% | +43.1% |
| 1Y | +229.2% | +94.2% | +135.0% | +139.7% |
| 3Y | +288.1% | +75.3% | +212.9% | +185.3% |
| 5Y | +219.9% | +187.2% | +32.7% | +79.6% |
| 10Y | +1,875.0% | +415.5% | +1,459.5% | +691.2% |
| All | +930.5% | +2,025.8% | -1,095.4% | +122.4% |
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