-6.9%
Z vs EQNR
+420.4%
-427.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -11.6% | +5.7% | -17.3% | -12.7% |
| 30D | -8.5% | +11.3% | -19.7% | -10.8% |
| 3M | -7.9% | +21.5% | -29.4% | -12.7% |
| 6M | -29.1% | +41.8% | -70.9% | -36.3% |
| YTD | -54.2% | +97.3% | -151.5% | -62.8% |
| 1Y | -63.5% | +89.9% | -153.5% | -70.2% |
| 3Y | -38.6% | +76.9% | -115.5% | -49.8% |
| 5Y | -66.0% | +189.2% | -255.2% | -77.5% |
| All | -6.9% | +420.4% | -427.2% | -54.4% |
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 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