+33.6%
TSLA vs EQNR
+72.8%
-39.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +3.2% | +6.4% | -3.2% | +3.0% |
| 30D | +11.6% | +10.4% | +1.2% | +11.2% |
| 3M | -8.4% | +23.1% | -31.5% | -9.0% |
| 6M | -10.4% | +36.3% | -46.7% | -14.1% |
| YTD | -18.7% | +96.0% | -114.7% | -28.4% |
| 1Y | -0.9% | +94.2% | -95.1% | -12.6% |
| 3Y | +33.6% | +75.3% | -41.7% | +18.6% |
| All | +33.6% | +72.8% | -39.2% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling