+30.7%
ULTA vs EQNR
+72.8%
-42.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -3.1% | +6.4% | -9.5% | -2.9% |
| 30D | +2.8% | +10.4% | -7.6% | +3.1% |
| 3M | +14.8% | +23.1% | -8.3% | +15.3% |
| 6M | -16.2% | +36.3% | -52.5% | -16.2% |
| YTD | -9.6% | +96.0% | -105.6% | -11.3% |
| 1Y | +4.8% | +94.2% | -89.5% | +2.9% |
| 3Y | +30.7% | +75.3% | -44.6% | +26.2% |
| All | +30.7% | +72.8% | -42.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling