+2.0%
RDW vs EQNR
+246.8%
-244.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +0.9% | +6.4% | -5.6% | -0.4% |
| 30D | -21.3% | +10.4% | -31.6% | -22.9% |
| 3M | -37.9% | +23.1% | -60.9% | -40.9% |
| 6M | +12.3% | +36.3% | -24.0% | +1.5% |
| YTD | +39.7% | +96.0% | -56.2% | +13.2% |
| 1Y | +25.7% | +94.2% | -68.5% | +2.1% |
| 3Y | +230.8% | +75.3% | +155.6% | +171.8% |
| 5Y | -8.8% | +187.2% | -196.0% | -29.7% |
| All | +2.0% | +246.8% | -244.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling