+248.8%
XLF vs EQNR
+416.8%
-168.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.5% | +6.4% | -7.9% | -3.2% |
| 30D | -1.2% | +10.4% | -11.5% | -4.1% |
| 3M | +9.2% | +23.1% | -13.9% | +1.9% |
| 6M | +16.3% | +36.3% | -20.0% | +3.7% |
| YTD | +5.4% | +96.0% | -90.5% | -17.0% |
| 1Y | +7.6% | +94.2% | -86.6% | -15.4% |
| 3Y | +74.2% | +75.3% | -1.1% | +37.5% |
| 5Y | +66.1% | +187.2% | -121.1% | -0.9% |
| All | +248.8% | +416.8% | -168.0% | +53.9% |
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