+34.6%
RL vs EQNR
+89.2%
-54.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.2% | +10.7% | +2.5% |
| 7D | +5.8% | -10.2% | +16.0% | +2.6% |
| 30D | +12.7% | +1.1% | +11.7% | +13.4% |
| 3M | +9.3% | +10.3% | -1.0% | +13.4% |
| 6M | +16.9% | +5.7% | +11.3% | +21.0% |
| YTD | +17.5% | +87.2% | -69.8% | +32.6% |
| 1Y | +34.6% | +87.4% | -52.8% | +52.9% |
| All | +34.6% | +89.2% | -54.6% | +52.9% |
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