+25.4%
USAR vs EQNR
+87.7%
-62.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -1.7% |
| 7D | -8.1% | +2.7% | -10.8% | -7.1% |
| 30D | +2.4% | +10.0% | -7.6% | +6.6% |
| 3M | -36.8% | +13.5% | -50.3% | -32.6% |
| 6M | -8.9% | +39.2% | -48.2% | -5.2% |
| YTD | +48.7% | +86.6% | -38.0% | +53.2% |
| All | +25.4% | +87.7% | -62.4% | +34.0% |
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