+262.2%
UMC vs EQNR
+72.8%
+189.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | +9.0% | +6.4% | +2.6% | +8.8% |
| 30D | +17.2% | +10.4% | +6.9% | +16.9% |
| 3M | +11.4% | +23.1% | -11.7% | +11.0% |
| 6M | +137.5% | +36.3% | +101.2% | +129.0% |
| YTD | +193.1% | +96.0% | +97.1% | +162.3% |
| 1Y | +240.3% | +94.2% | +146.1% | +204.3% |
| 3Y | +262.2% | +75.3% | +186.9% | +223.6% |
| All | +262.2% | +72.8% | +189.4% | +223.6% |
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