+5.0%
UAL vs EQNR
+85.2%
-80.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +1.7% |
| 7D | +0.7% | +1.7% | -1.0% | +1.9% |
| 30D | -16.1% | +11.5% | -27.6% | -10.0% |
| 3M | +6.1% | +12.9% | -6.7% | +16.8% |
| 6M | +10.8% | +36.0% | -25.1% | +29.0% |
| YTD | -0.4% | +84.1% | -84.5% | +25.0% |
| 1Y | +5.0% | +83.8% | -78.7% | +32.0% |
| All | +5.0% | +85.2% | -80.2% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling