+71.4%
XLC vs EQNR
+72.8%
-1.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +0.5% | +6.4% | -5.9% | +0.4% |
| 30D | +2.1% | +10.4% | -8.2% | +1.9% |
| 3M | +0.7% | +23.1% | -22.4% | +0.1% |
| 6M | -3.2% | +36.3% | -39.5% | -5.2% |
| YTD | -3.8% | +96.0% | -99.8% | -9.2% |
| 1Y | -2.0% | +94.2% | -96.3% | -7.6% |
| 3Y | +71.4% | +75.3% | -3.9% | +59.8% |
| All | +71.4% | +72.8% | -1.5% | +59.8% |
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