-16.5%
Z vs EQNR
+64.8%
-81.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.5% |
| 7D | +0.8% | +2.3% | -1.4% | +0.9% |
| 30D | +5.2% | -5.2% | +10.4% | +4.9% |
| 3M | -17.0% | +7.0% | -24.0% | -17.3% |
| 6M | -22.7% | +14.4% | -37.1% | -23.2% |
| YTD | -56.3% | +87.9% | -144.2% | -61.0% |
| 1Y | -57.7% | +84.8% | -142.4% | -62.1% |
| 3Y | -16.5% | +62.7% | -79.2% | -27.3% |
| All | -16.5% | +64.8% | -81.3% | -27.3% |
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