+621.8%
UL vs EQNR
+2,025.8%
-1,404.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -3.4% | +6.4% | -9.8% | -4.7% |
| 30D | +0.5% | +10.4% | -9.9% | -1.7% |
| 3M | +7.2% | +23.1% | -15.9% | +2.0% |
| 6M | -3.1% | +36.3% | -39.3% | -10.8% |
| YTD | -2.7% | +96.0% | -98.7% | -17.9% |
| 1Y | -10.2% | +94.2% | -104.5% | -24.3% |
| 3Y | +20.3% | +75.3% | -55.0% | +1.7% |
| 5Y | +19.9% | +187.2% | -167.3% | -13.7% |
| 10Y | +66.5% | +415.5% | -349.0% | -4.6% |
| All | +621.8% | +2,025.8% | -1,404.1% | +179.0% |
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