-32.3%
TWLO vs EQNR
+183.4%
-215.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -2.4% | +6.4% | -8.9% | -2.9% |
| 30D | -7.8% | +10.4% | -18.2% | -8.6% |
| 3M | +10.0% | +23.1% | -13.1% | +7.7% |
| 6M | +79.5% | +36.3% | +43.2% | +72.9% |
| YTD | +59.8% | +96.0% | -36.1% | +47.7% |
| 1Y | +121.7% | +94.2% | +27.5% | +104.8% |
| 3Y | +240.8% | +75.3% | +165.5% | +216.3% |
| All | -32.3% | +183.4% | -215.7% | -45.8% |
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