+159.8%
XLB vs EQNR
+416.8%
-257.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.8% | +6.4% | -9.3% | -4.6% |
| 30D | -3.1% | +10.4% | -13.5% | -5.9% |
| 3M | -0.2% | +23.1% | -23.2% | -6.6% |
| 6M | +3.1% | +36.3% | -33.2% | -8.1% |
| YTD | +13.3% | +96.0% | -82.7% | -10.5% |
| 1Y | +12.0% | +94.2% | -82.2% | -11.5% |
| 3Y | +31.4% | +75.3% | -43.9% | +4.6% |
| 5Y | +33.9% | +187.2% | -153.3% | -16.8% |
| All | +159.8% | +416.8% | -257.0% | +19.7% |
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