+15.6%
U vs EQNR
+72.8%
-57.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.5% |
| 7D | +5.5% | +6.4% | -0.9% | +5.5% |
| 30D | -1.3% | +10.4% | -11.6% | -1.4% |
| 3M | +64.6% | +23.1% | +41.5% | +64.0% |
| 6M | +119.4% | +36.3% | +83.1% | +114.3% |
| YTD | -0.5% | +96.0% | -96.4% | -9.4% |
| 1Y | +1.3% | +94.2% | -92.9% | -8.0% |
| 3Y | +15.6% | +75.3% | -59.6% | +2.2% |
| All | +15.6% | +72.8% | -57.2% | +2.2% |
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