+319.7%
XLF vs EQNR
+2,025.8%
-1,706.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.5% | +6.4% | -7.9% | -3.8% |
| 30D | -1.2% | +10.4% | -11.5% | -4.9% |
| 3M | +9.2% | +23.1% | -13.9% | 0.0% |
| 6M | +16.3% | +36.3% | -20.0% | +0.8% |
| YTD | +5.4% | +96.0% | -90.5% | -21.2% |
| 1Y | +7.6% | +94.2% | -86.6% | -19.7% |
| 3Y | +74.2% | +75.3% | -1.1% | +30.3% |
| 5Y | +66.1% | +187.2% | -121.1% | -4.8% |
| 10Y | +252.8% | +415.5% | -162.7% | +47.3% |
| All | +319.7% | +2,025.8% | -1,706.1% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling