+485.8%
RIOT vs EQNR
+416.8%
+69.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -1.5% | +6.4% | -8.0% | -4.2% |
| 30D | +5.7% | +10.4% | -4.7% | +0.8% |
| 3M | -17.9% | +23.1% | -41.0% | -26.7% |
| 6M | +45.0% | +36.3% | +8.7% | +16.8% |
| YTD | +69.5% | +96.0% | -26.5% | +12.0% |
| 1Y | +37.2% | +94.2% | -57.0% | -9.3% |
| 3Y | +111.7% | +75.3% | +36.5% | +42.2% |
| 5Y | -27.5% | +187.2% | -214.7% | -66.6% |
| All | +485.8% | +416.8% | +69.0% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling