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  • TPR vs EQNR✓SelectedUSD · EQNRTPR vs EQNR performance historyLatest closeAs of+1.90%09/10
Stock and ETF performance explorer

TPR vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,030.1%
EQNR return
+2,040.5%
Excess return
+1,989.6%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D+1.9%-0.3%+2.2%+2.0%
7D-5.1%+5.7%-10.9%-7.2%
30D-27.6%+11.3%-38.8%-30.5%
3M-17.5%+21.5%-39.0%-24.1%
6M-21.3%+41.8%-63.2%-33.4%
YTD-8.5%+97.3%-105.8%-32.3%
1Y+11.5%+89.9%-78.5%-16.8%
3Y+288.0%+76.9%+211.2%+187.6%
5Y+225.2%+189.2%+36.0%+86.9%
10Y+314.4%+419.0%-104.7%+83.8%
All+4,030.1%+2,040.5%+1,989.6%+1,195.5%

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 1990-01-01 to 2026-09-10: 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…

1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling