+147.8%
XEL vs EQNR
+416.8%
-269.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +6.4% | -6.7% | -0.9% |
| 30D | -3.9% | +10.4% | -14.3% | -4.9% |
| 3M | -2.8% | +23.1% | -25.9% | -5.0% |
| 6M | -5.4% | +36.3% | -41.7% | -8.9% |
| YTD | +3.8% | +96.0% | -92.2% | -4.2% |
| 1Y | +6.8% | +94.2% | -87.4% | -1.3% |
| 3Y | +45.6% | +75.3% | -29.7% | +34.8% |
| 5Y | +30.7% | +187.2% | -156.5% | +10.7% |
| All | +147.8% | +416.8% | -269.0% | +70.9% |
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