-33.8%
TRU vs EQNR
+183.4%
-217.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -2.7% | +6.4% | -9.2% | -3.0% |
| 30D | -2.0% | +10.4% | -12.4% | -2.5% |
| 3M | +18.4% | +23.1% | -4.6% | +17.2% |
| 6M | +8.9% | +36.3% | -27.4% | +6.0% |
| YTD | -8.9% | +96.0% | -104.9% | -14.9% |
| 1Y | -15.9% | +94.2% | -110.1% | -21.4% |
| 3Y | -1.1% | +75.3% | -76.3% | -7.3% |
| All | -33.8% | +183.4% | -217.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling