-35.7%
U vs EQNR
+326.3%
-362.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.6% |
| 7D | +5.5% | +6.4% | -0.9% | +4.9% |
| 30D | -1.3% | +10.4% | -11.6% | -2.3% |
| 3M | +64.6% | +23.1% | +41.5% | +60.7% |
| 6M | +119.4% | +36.3% | +83.1% | +109.3% |
| YTD | -0.5% | +96.0% | -96.4% | -11.3% |
| 1Y | +1.3% | +94.2% | -92.9% | -9.9% |
| 3Y | +15.6% | +75.3% | -59.6% | +3.1% |
| 5Y | -67.5% | +187.2% | -254.7% | -69.9% |
| All | -35.7% | +326.3% | -362.0% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling