+7.9%
RRX vs EQNR
+72.8%
-64.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | -0.3% | +6.4% | -6.8% | -0.5% |
| 30D | -6.1% | +10.4% | -16.5% | -6.4% |
| 3M | -23.1% | +23.1% | -46.1% | -23.4% |
| 6M | -19.5% | +36.3% | -55.8% | -22.6% |
| YTD | +16.1% | +96.0% | -79.9% | +3.1% |
| 1Y | +12.9% | +94.2% | -81.3% | +0.3% |
| 3Y | +7.9% | +75.3% | -67.3% | -5.8% |
| All | +7.9% | +72.8% | -64.9% | -5.8% |
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