+652.2%
RGTI vs EQNR
+72.8%
+579.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +0.5% | +6.4% | -6.0% | +0.8% |
| 30D | -17.1% | +10.4% | -27.5% | -16.7% |
| 3M | -26.0% | +23.1% | -49.1% | -25.3% |
| 6M | -9.9% | +36.3% | -46.1% | -11.8% |
| YTD | -31.1% | +96.0% | -127.0% | -36.9% |
| 1Y | -8.5% | +94.2% | -102.7% | -16.0% |
| 3Y | +652.2% | +75.3% | +577.0% | +589.7% |
| All | +652.2% | +72.8% | +579.4% | +589.7% |
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 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