+96.0%
USB vs EQNR
+74.5%
+21.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.7% |
| 7D | -1.1% | +3.8% | -4.8% | -1.2% |
| 30D | -3.2% | +11.4% | -14.7% | -3.6% |
| 3M | +11.8% | +24.8% | -13.0% | +10.8% |
| 6M | +21.4% | +42.3% | -20.9% | +17.6% |
| YTD | +18.6% | +97.9% | -79.2% | +9.5% |
| 1Y | +30.8% | +95.9% | -65.1% | +20.7% |
| All | +96.0% | +74.5% | +21.6% | +84.2% |
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