+254.6%
ROIV vs EQNR
+72.8%
+181.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +16.9% | +6.4% | +10.4% | +16.4% |
| 30D | +12.9% | +10.4% | +2.5% | +12.2% |
| 3M | +37.3% | +23.1% | +14.2% | +35.5% |
| 6M | +38.0% | +36.3% | +1.7% | +32.5% |
| YTD | +88.1% | +96.0% | -7.9% | +68.5% |
| 1Y | +183.3% | +94.2% | +89.1% | +153.6% |
| 3Y | +254.6% | +75.3% | +179.4% | +219.1% |
| All | +254.6% | +72.8% | +181.8% | +219.1% |
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