+158.4%
W vs EQNR
+231.2%
-72.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +0.5% | +5.7% | -5.3% | -1.1% |
| 30D | -5.6% | +11.3% | -16.9% | -8.5% |
| 3M | +41.9% | +21.5% | +20.4% | +32.0% |
| 6M | +30.2% | +41.8% | -11.6% | +11.4% |
| YTD | -2.9% | +97.3% | -100.3% | -27.0% |
| 1Y | +11.6% | +89.9% | -78.3% | -15.5% |
| 3Y | +37.0% | +76.9% | -39.9% | +4.4% |
| 5Y | -62.8% | +189.2% | -252.0% | -77.8% |
| 10Y | +155.2% | +419.0% | -263.8% | +10.6% |
| All | +158.4% | +231.2% | -72.9% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling