-9.8%
UMAC vs EQNR
+86.3%
-96.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.6% | -17.0% | -17.6% |
| 7D | -37.8% | -10.6% | -27.3% | -38.5% |
| 30D | -52.0% | -1.1% | -50.9% | -51.6% |
| 3M | -58.3% | +12.6% | -70.9% | -57.2% |
| 6M | -21.0% | +4.9% | -25.9% | -17.8% |
| YTD | -15.7% | +86.1% | -101.8% | -26.1% |
| 1Y | -9.8% | +87.5% | -97.3% | -19.9% |
| All | -9.8% | +86.3% | -96.1% | -19.9% |
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