+647.9%
UMAC vs EQNR
+112.1%
+535.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.6% | +5.8% | -10.5% | -5.6% |
| 30D | -33.5% | +9.2% | -42.7% | -34.7% |
| 3M | -7.2% | +24.3% | -31.5% | -12.0% |
| 6M | +11.1% | +28.9% | -17.8% | +0.4% |
| YTD | +77.9% | +94.8% | -17.0% | +34.1% |
| 1Y | +115.8% | +92.6% | +23.2% | +62.6% |
| All | +647.9% | +112.1% | +535.7% | +349.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling