+9,890.9%
ROST vs EQNR
+2,025.8%
+7,865.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.2% | +6.4% | -6.2% | -1.2% |
| 30D | -6.9% | +10.4% | -17.2% | -9.0% |
| 3M | -3.3% | +23.1% | -26.4% | -8.2% |
| 6M | +9.0% | +36.3% | -27.2% | +0.1% |
| YTD | +28.9% | +96.0% | -67.1% | +8.4% |
| 1Y | +54.0% | +94.2% | -40.2% | +29.5% |
| 3Y | +100.7% | +75.3% | +25.5% | +69.1% |
| 5Y | +116.0% | +187.2% | -71.2% | +55.6% |
| 10Y | +318.4% | +415.5% | -97.1% | +153.4% |
| All | +9,890.9% | +2,025.8% | +7,865.1% | +4,987.5% |
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