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  • RUN vs EQNR✓SelectedUSD · EQNRRUN vs EQNR performance historyLatest closeAs of-0.81%09/11
Stock and ETF performance explorer

RUN vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-20.5%
EQNR return
+406.5%
Excess return
-427.0%
Maximum drawdown
-94.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
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%-39.1%
6M-32.2%+36.3%-68.5%-44.3%
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%-56.9%
5Y-80.9%+187.2%-268.1%-90.7%
10Y+41.3%+415.5%-374.2%-54.2%
All-20.5%+406.5%-427.0%-74.6%

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