+19.6%
XLK vs EQNR
+76.6%
-57.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.5% |
| 7D | -1.2% | -3.4% | +2.2% | -1.7% |
| 30D | -11.2% | -5.9% | -5.3% | -11.8% |
| 3M | -6.2% | +2.0% | -8.2% | -5.4% |
| 6M | -1.7% | +10.3% | -12.1% | +0.9% |
| YTD | +21.5% | +80.8% | -59.2% | +26.4% |
| 1Y | +19.6% | +75.5% | -55.9% | +24.9% |
| All | +19.6% | +76.6% | -57.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling