+1,583.6%
EXPD vs EQNR
+2,046.2%
-462.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -3.0% | +0.1% |
| 7D | +1.2% | +3.8% | -2.6% | 0.0% |
| 30D | +5.2% | +11.4% | -6.2% | +1.9% |
| 3M | +13.2% | +24.8% | -11.6% | +5.5% |
| 6M | +30.3% | +42.3% | -11.9% | +15.8% |
| YTD | +27.0% | +97.9% | -70.8% | +2.2% |
| 1Y | +57.3% | +95.9% | -38.6% | +26.4% |
| 3Y | +70.0% | +77.3% | -7.3% | +37.4% |
| 5Y | +61.6% | +195.3% | -133.7% | +6.1% |
| 10Y | +321.1% | +420.4% | -99.3% | +111.2% |
| All | +1,583.6% | +2,046.2% | -462.6% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling