+29.3%
V vs EQNR
+89.2%
-59.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.2% | +10.0% | +3.2% |
| 7D | +9.0% | -10.2% | +19.2% | +7.9% |
| 30D | +18.1% | +1.1% | +17.0% | +18.1% |
| 3M | +18.3% | +10.3% | +8.0% | +19.3% |
| 6M | +34.1% | +5.7% | +28.4% | +34.8% |
| YTD | +25.2% | +87.2% | -62.0% | +41.1% |
| 1Y | +29.3% | +87.4% | -58.1% | +45.8% |
| All | +29.3% | +89.2% | -59.9% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling