-34.5%
RBLX vs EQNR
+228.8%
-263.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +5.1% | +6.4% | -1.4% | +4.8% |
| 30D | +28.0% | +10.4% | +17.7% | +27.4% |
| 3M | +4.6% | +23.1% | -18.5% | +3.4% |
| 6M | -24.7% | +36.3% | -60.9% | -26.4% |
| YTD | -43.8% | +96.0% | -139.8% | -47.1% |
| 1Y | -65.8% | +94.2% | -160.0% | -67.8% |
| 3Y | +59.4% | +75.3% | -15.9% | +50.3% |
| 5Y | -48.2% | +187.2% | -235.4% | -52.7% |
| All | -34.5% | +228.8% | -263.4% | -39.7% |
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