-22.2%
RIOT vs EQNR
+86.3%
-108.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.2% |
| 7D | +7.4% | -10.6% | +18.0% | +3.0% |
| 30D | -22.0% | -1.1% | -20.9% | -21.6% |
| 3M | -31.3% | +12.6% | -44.0% | -27.5% |
| 6M | -27.5% | +4.9% | -32.4% | -23.6% |
| YTD | +16.5% | +86.1% | -69.6% | -17.5% |
| 1Y | -22.2% | +87.5% | -109.7% | -44.5% |
| All | -22.2% | +86.3% | -108.5% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling