+580.6%
USB vs EQNR
+1,897.2%
-1,316.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | +1.4% | +1.7% | -0.3% | +0.8% |
| 30D | -1.3% | +11.5% | -12.8% | -5.1% |
| 3M | +15.2% | +12.9% | +2.4% | +9.4% |
| 6M | +18.8% | +36.0% | -17.1% | +3.9% |
| YTD | +21.0% | +84.1% | -63.1% | -5.5% |
| 1Y | +34.0% | +83.8% | -49.7% | +4.3% |
| 3Y | +95.3% | +68.8% | +26.5% | +52.0% |
| 5Y | +40.4% | +175.8% | -135.4% | -13.3% |
| 10Y | +107.3% | +374.3% | -266.9% | -0.2% |
| All | +580.6% | +1,897.2% | -1,316.7% | +130.0% |
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 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