+47.6%
TSLA vs EQNR
+183.4%
-135.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +3.2% | +6.4% | -3.2% | +2.5% |
| 30D | +11.6% | +10.4% | +1.2% | +10.3% |
| 3M | -8.4% | +23.1% | -31.5% | -11.0% |
| 6M | -10.4% | +36.3% | -46.7% | -16.0% |
| YTD | -18.7% | +96.0% | -114.7% | -30.0% |
| 1Y | -0.9% | +94.2% | -95.1% | -14.5% |
| 3Y | +33.6% | +75.3% | -41.7% | +16.0% |
| All | +47.6% | +183.4% | -135.8% | +19.9% |
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