+409.3%
EQNR vs RBA
+206.5%
+202.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.5% |
| 7D | +6.4% | +0.1% | +6.4% | +6.4% |
| 30D | +10.4% | -2.9% | +13.3% | +10.9% |
| 3M | +23.1% | -20.9% | +44.0% | +28.4% |
| 6M | +36.3% | -17.7% | +54.0% | +40.3% |
| YTD | +96.0% | -18.2% | +114.1% | +101.2% |
| 1Y | +94.2% | -29.1% | +123.3% | +106.3% |
| 3Y | +75.3% | +29.5% | +45.7% | +56.3% |
| 5Y | +187.2% | +40.2% | +147.0% | +141.6% |
| All | +409.3% | +206.5% | +202.8% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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