-17.5%
TOST vs EQNR
+87.7%
-105.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.7% |
| 7D | -3.5% | +2.7% | -6.2% | -3.0% |
| 30D | +0.4% | +10.0% | -9.6% | +2.2% |
| 3M | +35.3% | +13.5% | +21.8% | +39.4% |
| 6M | +16.6% | +39.2% | -22.7% | +23.6% |
| YTD | -4.4% | +86.6% | -91.1% | +5.9% |
| All | -17.5% | +87.7% | -105.2% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling