+2,139.2%
RIO vs EQNR
+2,025.8%
+113.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -3.2% | +6.4% | -9.6% | -7.1% |
| 30D | +0.9% | +10.4% | -9.4% | -5.6% |
| 3M | -1.4% | +23.1% | -24.5% | -15.6% |
| 6M | +10.9% | +36.3% | -25.3% | -14.8% |
| YTD | +31.2% | +96.0% | -64.8% | -21.8% |
| 1Y | +67.9% | +94.2% | -26.3% | -0.2% |
| 3Y | +88.8% | +75.3% | +13.5% | +13.0% |
| 5Y | +93.1% | +187.2% | -94.1% | -25.5% |
| 10Y | +593.0% | +415.5% | +177.5% | +47.7% |
| All | +2,139.2% | +2,025.8% | +113.4% | +230.6% |
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 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