+75.3%
EQNR vs EXEL
+154.7%
-79.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | +6.4% | -4.9% | +11.3% | +6.2% |
| 30D | +10.4% | +11.4% | -1.0% | +11.0% |
| 3M | +23.1% | +4.9% | +18.2% | +23.4% |
| 6M | +36.3% | +34.4% | +1.9% | +37.6% |
| YTD | +96.0% | +28.0% | +67.9% | +97.6% |
| 1Y | +94.2% | +43.6% | +50.6% | +95.4% |
| 3Y | +75.3% | +155.2% | -79.9% | +67.0% |
| All | +75.3% | +154.7% | -79.5% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling