-36.3%
ROL vs EQNR
+87.7%
-124.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -0.6% | +2.7% | -3.3% | -0.6% |
| 30D | -5.1% | +10.0% | -15.1% | -4.8% |
| 3M | -21.6% | +13.5% | -35.1% | -21.7% |
| 6M | -40.2% | +39.2% | -79.4% | -40.4% |
| YTD | -39.8% | +86.6% | -126.4% | -39.0% |
| All | -36.3% | +87.7% | -124.0% | -35.2% |
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