+409.3%
EQNR vs EXEL
+375.2%
+34.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +6.4% | -4.9% | +11.3% | +6.9% |
| 30D | +10.4% | +11.4% | -1.0% | +9.3% |
| 3M | +23.1% | +4.9% | +18.2% | +22.3% |
| 6M | +36.3% | +34.4% | +1.9% | +31.8% |
| YTD | +96.0% | +28.0% | +67.9% | +90.0% |
| 1Y | +94.2% | +43.6% | +50.6% | +85.5% |
| 3Y | +75.3% | +155.2% | -79.9% | +52.9% |
| 5Y | +187.2% | +181.2% | +6.1% | +144.3% |
| All | +409.3% | +375.2% | +34.1% | +340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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