+155.2%
W vs EQNR
+416.8%
-261.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.9% | +6.4% | -7.3% | -2.6% |
| 30D | -4.2% | +10.4% | -14.6% | -7.2% |
| 3M | +26.9% | +23.1% | +3.8% | +17.1% |
| 6M | +31.2% | +36.3% | -5.1% | +12.6% |
| YTD | -1.8% | +96.0% | -97.8% | -27.9% |
| 1Y | +9.3% | +94.2% | -84.9% | -20.1% |
| 3Y | +33.2% | +75.3% | -42.1% | -0.7% |
| 5Y | -62.4% | +187.2% | -249.6% | -79.2% |
| All | +155.2% | +416.8% | -261.6% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling