+40.3%
RUN vs EQNR
+416.8%
-376.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -3.7% | +6.4% | -10.2% | -6.3% |
| 30D | -13.0% | +10.4% | -23.4% | -16.9% |
| 3M | -31.8% | +23.1% | -54.9% | -39.0% |
| 6M | -32.2% | +36.3% | -68.5% | -44.2% |
| YTD | -53.5% | +96.0% | -149.4% | -68.6% |
| 1Y | -46.5% | +94.2% | -140.8% | -64.1% |
| 3Y | -37.6% | +75.3% | -112.9% | -57.0% |
| 5Y | -80.9% | +187.2% | -268.1% | -90.8% |
| All | +40.3% | +416.8% | -376.5% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling