+105.9%
USB vs EQNR
+420.4%
-314.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -1.8% | +5.7% | -7.5% | -3.5% |
| 30D | -2.9% | +11.3% | -14.2% | -6.4% |
| 3M | +10.8% | +21.5% | -10.7% | +3.0% |
| 6M | +22.4% | +41.8% | -19.4% | +5.9% |
| YTD | +19.2% | +97.3% | -78.1% | -9.4% |
| 1Y | +31.9% | +89.9% | -58.0% | +1.2% |
| 3Y | +97.5% | +76.9% | +20.6% | +50.9% |
| 5Y | +40.0% | +189.2% | -149.2% | -20.5% |
| All | +105.9% | +420.4% | -314.5% | -14.3% |
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