+45.6%
XEL vs EQNR
+72.8%
-27.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.3% | +6.4% | -6.7% | -0.6% |
| 30D | -3.9% | +10.4% | -14.3% | -4.4% |
| 3M | -2.8% | +23.1% | -25.9% | -3.8% |
| 6M | -5.4% | +36.3% | -41.7% | -7.4% |
| YTD | +3.8% | +96.0% | -92.2% | -1.4% |
| 1Y | +6.8% | +94.2% | -87.4% | +1.6% |
| 3Y | +45.6% | +75.3% | -29.7% | +38.3% |
| All | +45.6% | +72.8% | -27.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling