+24.3%
W vs EQNR
+89.2%
-65.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.2% | +17.2% | +6.8% |
| 7D | +8.4% | -10.2% | +18.6% | +1.4% |
| 30D | +16.5% | +1.1% | +15.4% | +18.6% |
| 3M | +6.4% | +10.3% | -3.9% | +16.5% |
| 6M | +90.5% | +5.7% | +84.9% | +113.7% |
| YTD | +23.1% | +87.2% | -64.2% | +55.5% |
| 1Y | +24.3% | +87.4% | -63.1% | +56.7% |
| All | +24.3% | +89.2% | -65.0% | +56.7% |
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