+304.7%
RL vs EQNR
+416.8%
-112.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -3.4% | +6.4% | -9.9% | -5.2% |
| 30D | -14.4% | +10.4% | -24.8% | -17.0% |
| 3M | -13.6% | +23.1% | -36.7% | -19.3% |
| 6M | +0.6% | +36.3% | -35.7% | -11.3% |
| YTD | -3.6% | +96.0% | -99.6% | -25.7% |
| 1Y | +8.3% | +94.2% | -85.9% | -16.5% |
| 3Y | +204.8% | +75.3% | +129.5% | +135.9% |
| 5Y | +232.9% | +187.2% | +45.7% | +92.6% |
| All | +304.7% | +416.8% | -112.1% | +89.0% |
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