+302.0%
TRV vs EQNR
+416.8%
-114.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +1.9% | +6.4% | -4.5% | +0.4% |
| 30D | +1.7% | +10.4% | -8.6% | -0.8% |
| 3M | +23.9% | +23.1% | +0.8% | +17.1% |
| 6M | +26.3% | +36.3% | -10.0% | +15.0% |
| YTD | +30.8% | +96.0% | -65.2% | +7.6% |
| 1Y | +36.3% | +94.2% | -57.9% | +12.1% |
| 3Y | +145.0% | +75.3% | +69.8% | +102.4% |
| 5Y | +163.9% | +187.2% | -23.3% | +73.7% |
| All | +302.0% | +416.8% | -114.8% | +102.7% |
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