+31.6%
XLP vs EQNR
+185.3%
-153.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.5% | +5.7% | -8.3% | -2.7% |
| 30D | -1.9% | +11.3% | -13.2% | -2.2% |
| 3M | -2.1% | +21.5% | -23.6% | -2.9% |
| 6M | -1.8% | +41.8% | -43.7% | -3.5% |
| YTD | +8.3% | +97.3% | -89.0% | +4.6% |
| 1Y | +6.8% | +89.9% | -83.1% | +3.3% |
| 3Y | +25.7% | +76.9% | -51.1% | +21.4% |
| All | +31.6% | +185.3% | -153.7% | +27.5% |
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 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