+148.7%
XLK vs EQNR
+183.4%
-34.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | +6.4% | -6.2% | -0.2% |
| 30D | -0.6% | +10.4% | -11.0% | -1.3% |
| 3M | +2.6% | +23.1% | -20.5% | +1.0% |
| 6M | +34.0% | +36.3% | -2.3% | +29.4% |
| YTD | +30.7% | +96.0% | -65.3% | +20.4% |
| 1Y | +39.2% | +94.2% | -55.0% | +28.3% |
| 3Y | +120.4% | +75.3% | +45.2% | +103.3% |
| All | +148.7% | +183.4% | -34.6% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling