+207.2%
UMC vs EQNR
+85.2%
+122.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.3% |
| 7D | +5.0% | +1.7% | +3.3% | +5.4% |
| 30D | +7.7% | +11.5% | -3.8% | +10.6% |
| 3M | +1.7% | +12.9% | -11.2% | +6.6% |
| 6M | +113.9% | +36.0% | +78.0% | +122.9% |
| YTD | +168.9% | +84.1% | +84.8% | +184.4% |
| 1Y | +207.2% | +83.8% | +123.4% | +221.4% |
| All | +207.2% | +85.2% | +122.0% | +221.4% |
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