+348.5%
ROK vs EQNR
+416.8%
-68.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -1.2% | +6.4% | -7.7% | -3.0% |
| 30D | -4.8% | +10.4% | -15.2% | -7.6% |
| 3M | -6.1% | +23.1% | -29.2% | -12.4% |
| 6M | +15.5% | +36.3% | -20.8% | +2.2% |
| YTD | +11.2% | +96.0% | -84.8% | -13.5% |
| 1Y | +23.8% | +94.2% | -70.4% | -3.7% |
| 3Y | +53.1% | +75.3% | -22.1% | +19.9% |
| 5Y | +48.3% | +187.2% | -138.9% | -13.2% |
| All | +348.5% | +416.8% | -68.3% | +83.5% |
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