+301.0%
TWLO vs EQNR
+416.8%
-115.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.4% | +6.4% | -8.9% | -3.6% |
| 30D | -7.8% | +10.4% | -18.2% | -9.7% |
| 3M | +10.0% | +23.1% | -13.1% | +4.8% |
| 6M | +79.5% | +36.3% | +43.2% | +65.9% |
| YTD | +59.8% | +96.0% | -36.1% | +35.7% |
| 1Y | +121.7% | +94.2% | +27.5% | +88.2% |
| 3Y | +240.8% | +75.3% | +165.5% | +190.7% |
| 5Y | -33.6% | +187.2% | -220.8% | -52.9% |
| All | +301.0% | +416.8% | -115.8% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling