+11.2%
TSLA vs EQNR
+87.7%
-76.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +4.9% |
| 7D | +6.1% | +2.7% | +3.4% | +6.7% |
| 30D | +15.0% | +10.0% | +5.0% | +17.7% |
| 3M | -11.2% | +13.5% | -24.7% | -7.5% |
| 6M | -4.1% | +39.2% | -43.3% | -1.5% |
| YTD | -16.3% | +86.6% | -102.9% | -15.8% |
| All | +11.2% | +87.7% | -76.6% | +13.3% |
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