-20.4%
ROP vs EQNR
+72.8%
-93.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -4.6% | +6.4% | -11.0% | -4.9% |
| 30D | -1.7% | +10.4% | -12.1% | -2.2% |
| 3M | +17.1% | +23.1% | -6.0% | +15.6% |
| 6M | +10.9% | +36.3% | -25.4% | +8.8% |
| YTD | -12.1% | +96.0% | -108.1% | -15.4% |
| 1Y | -24.2% | +94.2% | -118.5% | -27.1% |
| 3Y | -20.4% | +75.3% | -95.6% | -24.2% |
| All | -20.4% | +72.8% | -93.2% | -24.2% |
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 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