-87.9%
RIG vs EQNR
+2,025.8%
-2,113.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | -3.1% | +6.4% | -9.5% | -8.4% |
| 30D | -0.5% | +10.4% | -10.9% | -9.1% |
| 3M | -6.0% | +23.1% | -29.1% | -22.8% |
| 6M | -10.1% | +36.3% | -46.4% | -34.3% |
| YTD | +37.3% | +96.0% | -58.7% | -28.3% |
| 1Y | +73.9% | +94.2% | -20.3% | -8.1% |
| 3Y | -30.2% | +75.3% | -105.4% | -59.7% |
| 5Y | +62.5% | +187.2% | -124.8% | -36.7% |
| 10Y | -42.3% | +415.5% | -457.8% | -82.0% |
| All | -87.9% | +2,025.8% | -2,113.7% | -98.0% |
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