+103.8%
USB vs EQNR
+64.8%
+39.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.9% |
| 7D | +2.6% | +2.3% | +0.3% | +2.6% |
| 30D | +8.4% | -5.2% | +13.6% | +8.4% |
| 3M | -5.5% | +7.0% | -12.5% | -5.8% |
| 6M | +17.7% | +14.4% | +3.3% | +17.0% |
| YTD | +17.6% | +87.9% | -70.3% | +9.3% |
| 1Y | +33.9% | +84.8% | -50.9% | +24.7% |
| 3Y | +103.8% | +62.7% | +41.2% | +97.3% |
| All | +103.8% | +64.8% | +39.1% | +97.3% |
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 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