+25.0%
XLB vs EQNR
+86.3%
-61.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -3.0% |
| 7D | -0.4% | -10.6% | +10.2% | -1.3% |
| 30D | +5.2% | -1.1% | +6.3% | +5.1% |
| 3M | -0.1% | +12.6% | -12.8% | +1.0% |
| 6M | +2.4% | +4.9% | -2.5% | +3.2% |
| YTD | +16.9% | +86.1% | -69.2% | +12.5% |
| 1Y | +25.0% | +87.5% | -62.5% | +20.4% |
| All | +25.0% | +86.3% | -61.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling