+71.3%
V vs EQNR
+183.4%
-112.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -1.2% | +6.4% | -7.7% | -1.6% |
| 30D | +3.1% | +10.4% | -7.3% | +2.4% |
| 3M | +16.3% | +23.1% | -6.8% | +14.6% |
| 6M | +20.4% | +36.3% | -15.9% | +17.2% |
| YTD | +6.3% | +96.0% | -89.7% | -0.1% |
| 1Y | +8.7% | +94.2% | -85.5% | +2.2% |
| 3Y | +53.3% | +75.3% | -22.0% | +44.3% |
| All | +71.3% | +183.4% | -112.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling