+106.2%
UAL vs EQNR
+416.8%
-310.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | -1.4% | +6.4% | -7.8% | -3.4% |
| 30D | -12.2% | +10.4% | -22.6% | -15.2% |
| 3M | -2.5% | +23.1% | -25.6% | -10.4% |
| 6M | +21.1% | +36.3% | -15.2% | +3.2% |
| YTD | -1.8% | +96.0% | -97.8% | -29.1% |
| 1Y | +0.4% | +94.2% | -93.8% | -27.8% |
| 3Y | +130.3% | +75.3% | +55.0% | +65.3% |
| 5Y | +147.7% | +187.2% | -39.5% | +18.7% |
| All | +106.2% | +416.8% | -310.6% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling