+228.4%
UNH vs EQNR
+416.8%
-188.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -4.5% | +6.4% | -11.0% | -5.8% |
| 30D | -6.5% | +10.4% | -16.9% | -8.5% |
| 3M | -6.0% | +23.1% | -29.1% | -10.4% |
| 6M | +33.7% | +36.3% | -2.6% | +23.7% |
| YTD | +16.4% | +96.0% | -79.6% | -1.2% |
| 1Y | +10.1% | +94.2% | -84.1% | -6.5% |
| 3Y | -16.3% | +75.3% | -91.6% | -28.8% |
| 5Y | +2.1% | +187.2% | -185.1% | -29.0% |
| All | +228.4% | +416.8% | -188.4% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling