+54.4%
RIG vs EQNR
+176.5%
-122.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.4% |
| 7D | -6.8% | +5.8% | -12.7% | -11.6% |
| 30D | -5.4% | +9.2% | -14.6% | -13.0% |
| 3M | -9.8% | +24.3% | -34.1% | -27.1% |
| 6M | -14.3% | +28.9% | -43.2% | -35.5% |
| YTD | +32.0% | +94.8% | -62.9% | -35.7% |
| 1Y | +65.2% | +92.6% | -27.5% | -18.4% |
| 3Y | -37.1% | +70.7% | -107.7% | -65.0% |
| 5Y | +54.4% | +180.0% | -125.6% | -54.5% |
| All | +54.4% | +176.5% | -122.1% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling