+53.7%
RMBS vs EQNR
+72.8%
-19.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +1.8% | +6.4% | -4.7% | +1.5% |
| 30D | -13.9% | +10.4% | -24.3% | -14.3% |
| 3M | -39.8% | +23.1% | -62.9% | -40.4% |
| 6M | -6.0% | +36.3% | -42.3% | -11.7% |
| YTD | -5.4% | +96.0% | -101.3% | -19.6% |
| 1Y | -1.8% | +94.2% | -96.0% | -16.6% |
| 3Y | +53.7% | +75.3% | -21.6% | +30.4% |
| All | +53.7% | +72.8% | -19.1% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling