+103.2%
XLP vs EQNR
+416.8%
-313.7%
-24.5%
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% | +0.4% |
| 7D | -1.4% | +6.4% | -7.9% | -2.2% |
| 30D | -2.0% | +10.4% | -12.4% | -3.2% |
| 3M | -1.5% | +23.1% | -24.6% | -4.2% |
| 6M | -0.2% | +36.3% | -36.5% | -4.7% |
| YTD | +8.7% | +96.0% | -87.3% | -1.4% |
| 1Y | +6.3% | +94.2% | -87.9% | -3.5% |
| 3Y | +25.1% | +75.3% | -50.2% | +13.8% |
| 5Y | +32.4% | +187.2% | -154.8% | +7.3% |
| All | +103.2% | +416.8% | -313.7% | +39.0% |
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