-48.6%
TOST vs EQNR
+173.0%
-221.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -5.4% | +6.4% | -11.8% | -6.3% |
| 30D | -5.7% | +10.4% | -16.1% | -7.2% |
| 3M | +30.1% | +23.1% | +7.0% | +25.2% |
| 6M | +11.9% | +36.3% | -24.4% | +4.2% |
| YTD | -9.5% | +96.0% | -105.5% | -23.2% |
| 1Y | -21.3% | +94.2% | -115.5% | -33.1% |
| 3Y | +50.7% | +75.3% | -24.6% | +28.9% |
| All | -48.6% | +173.0% | -221.6% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling