+505.8%
XLP vs EQNR
+2,046.2%
-1,540.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.8% |
| 7D | -2.9% | +3.8% | -6.7% | -3.4% |
| 30D | -2.2% | +11.4% | -13.7% | -3.8% |
| 3M | -0.6% | +24.8% | -25.4% | -4.0% |
| 6M | -2.2% | +42.3% | -44.4% | -7.9% |
| YTD | +8.3% | +97.9% | -89.6% | -3.2% |
| 1Y | +5.7% | +95.9% | -90.2% | -5.5% |
| 3Y | +25.7% | +77.3% | -51.7% | +12.6% |
| 5Y | +31.3% | +195.3% | -164.0% | +5.7% |
| 10Y | +106.2% | +420.4% | -314.3% | +44.7% |
| All | +505.8% | +2,046.2% | -1,540.4% | +251.3% |
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