-37.6%
RUN vs EQNR
+72.8%
-110.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.7% | +6.4% | -10.2% | -4.5% |
| 30D | -13.0% | +10.4% | -23.4% | -14.2% |
| 3M | -31.8% | +23.1% | -54.9% | -34.0% |
| 6M | -32.2% | +36.3% | -68.5% | -38.6% |
| YTD | -53.5% | +96.0% | -149.4% | -64.6% |
| 1Y | -46.5% | +94.2% | -140.8% | -59.5% |
| 3Y | -37.6% | +75.3% | -112.9% | -55.0% |
| All | -37.6% | +72.8% | -110.4% | -55.0% |
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