-27.1%
RKT vs EQNR
+323.3%
-350.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -6.3% | +6.4% | -12.7% | -6.1% |
| 30D | -6.2% | +10.4% | -16.5% | -5.9% |
| 3M | -1.9% | +23.1% | -25.0% | -1.3% |
| 6M | -13.0% | +36.3% | -49.3% | -13.9% |
| YTD | -31.9% | +96.0% | -127.9% | -35.3% |
| 1Y | -37.6% | +94.2% | -131.8% | -40.7% |
| 3Y | +36.8% | +75.3% | -38.4% | +30.3% |
| 5Y | -9.7% | +187.2% | -197.0% | -21.1% |
| All | -27.1% | +323.3% | -350.4% | -37.4% |
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