+4,244.2%
ROL vs EQNR
+2,040.5%
+2,203.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -3.2% | +5.7% | -9.0% | -4.5% |
| 30D | -6.6% | +11.3% | -17.9% | -8.9% |
| 3M | -27.3% | +21.5% | -48.8% | -30.8% |
| 6M | -38.1% | +41.8% | -79.9% | -43.6% |
| YTD | -41.8% | +97.3% | -139.1% | -50.9% |
| 1Y | -37.8% | +89.9% | -127.7% | -47.3% |
| 3Y | -0.3% | +76.9% | -77.2% | -16.1% |
| 5Y | -5.1% | +189.2% | -194.3% | -32.2% |
| 10Y | +208.4% | +419.0% | -210.7% | +74.5% |
| All | +4,244.2% | +2,040.5% | +2,203.6% | +1,547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling