+177.8%
XLE vs EQNR
+416.8%
-239.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +1.7% | +6.4% | -4.8% | -2.5% |
| 30D | +6.7% | +10.4% | -3.6% | -0.3% |
| 3M | +14.9% | +23.1% | -8.2% | -1.1% |
| 6M | +15.9% | +36.3% | -20.4% | -8.4% |
| YTD | +47.7% | +96.0% | -48.3% | -10.0% |
| 1Y | +50.7% | +94.2% | -43.5% | -8.0% |
| 3Y | +57.9% | +75.3% | -17.4% | -0.5% |
| 5Y | +227.0% | +187.2% | +39.8% | +32.3% |
| All | +177.8% | +416.8% | -239.0% | -30.1% |
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