+17.8%
YUM vs EQNR
+72.8%
-55.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -6.1% | +6.4% | -12.5% | -6.1% |
| 30D | -5.8% | +10.4% | -16.2% | -5.9% |
| 3M | -7.6% | +23.1% | -30.7% | -7.7% |
| 6M | -9.1% | +36.3% | -45.4% | -10.1% |
| YTD | -5.5% | +96.0% | -101.5% | -8.9% |
| 1Y | -3.7% | +94.2% | -97.9% | -7.1% |
| 3Y | +17.8% | +75.3% | -57.5% | +13.9% |
| All | +17.8% | +72.8% | -55.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling