+91.5%
RIO vs EQNR
+183.4%
-91.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -3.2% | +6.4% | -9.6% | -4.8% |
| 30D | +0.9% | +10.4% | -9.4% | -1.7% |
| 3M | -1.4% | +23.1% | -24.5% | -7.3% |
| 6M | +10.9% | +36.3% | -25.3% | -1.2% |
| YTD | +31.2% | +96.0% | -64.8% | +2.6% |
| 1Y | +67.9% | +94.2% | -26.3% | +31.2% |
| 3Y | +88.8% | +75.3% | +13.5% | +49.6% |
| All | +91.5% | +183.4% | -91.8% | +23.6% |
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