+27.5%
UAL vs EQNR
+89.2%
-61.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.2% | +14.2% | +3.8% |
| 7D | +11.9% | -10.2% | +22.1% | +4.9% |
| 30D | +5.2% | +1.1% | +4.2% | +7.1% |
| 3M | -12.7% | +10.3% | -23.0% | -4.9% |
| 6M | +28.5% | +5.7% | +22.9% | +41.4% |
| YTD | +3.5% | +87.2% | -83.7% | +40.5% |
| 1Y | +27.5% | +87.4% | -59.9% | +75.8% |
| All | +27.5% | +89.2% | -61.7% | +75.8% |
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 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