+124.8%
TROW vs EQNR
+416.8%
-292.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.2% | +6.4% | -9.6% | -4.9% |
| 30D | -4.6% | +10.4% | -15.0% | -7.3% |
| 3M | -0.7% | +23.1% | -23.7% | -7.1% |
| 6M | +22.2% | +36.3% | -14.1% | +9.2% |
| YTD | +6.6% | +96.0% | -89.3% | -15.6% |
| 1Y | +5.8% | +94.2% | -88.4% | -16.3% |
| 3Y | +11.6% | +75.3% | -63.7% | -10.9% |
| 5Y | -38.9% | +187.2% | -226.1% | -62.0% |
| All | +124.8% | +416.8% | -292.0% | +10.3% |
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