-63.2%
W vs EQNR
+183.4%
-246.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.9% | +6.4% | -7.3% | -1.2% |
| 30D | -4.2% | +10.4% | -14.6% | -4.8% |
| 3M | +26.9% | +23.1% | +3.8% | +24.8% |
| 6M | +31.2% | +36.3% | -5.1% | +23.4% |
| YTD | -1.8% | +96.0% | -97.8% | -16.2% |
| 1Y | +9.3% | +94.2% | -84.9% | -7.0% |
| 3Y | +33.2% | +75.3% | -42.1% | +14.0% |
| All | -63.2% | +183.4% | -246.6% | -69.1% |
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