+54.5%
USAR vs EQNR
+99.5%
-44.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.2% |
| 7D | -11.6% | +6.4% | -18.1% | -10.2% |
| 30D | -15.5% | +10.4% | -25.8% | -13.3% |
| 3M | -31.0% | +23.1% | -54.1% | -26.8% |
| 6M | -26.2% | +36.3% | -62.5% | -21.2% |
| YTD | +30.8% | +96.0% | -65.2% | +44.4% |
| 1Y | +7.1% | +94.2% | -87.1% | +18.3% |
| 3Y | +53.0% | +75.3% | -22.3% | +67.0% |
| All | +54.5% | +99.5% | -44.9% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling