-52.1%
RUN vs EQNR
+86.3%
-138.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -0.6% | +12.9% | +12.0% |
| 7D | +30.0% | -10.6% | +40.6% | +25.0% |
| 30D | +27.0% | -1.1% | +28.1% | +26.7% |
| 3M | -5.9% | +12.6% | -18.6% | -1.2% |
| 6M | -26.7% | +4.9% | -31.6% | -21.8% |
| YTD | -46.4% | +86.1% | -132.4% | -47.7% |
| 1Y | -52.1% | +87.5% | -139.6% | -52.1% |
| All | -52.1% | +86.3% | -138.3% | -52.1% |
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