+88.2%
XLRE vs EQNR
+416.8%
-328.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -1.2% | +6.4% | -7.6% | -2.3% |
| 30D | -2.4% | +10.4% | -12.8% | -4.2% |
| 3M | -2.5% | +23.1% | -25.6% | -6.6% |
| 6M | +4.0% | +36.3% | -32.3% | -3.3% |
| YTD | +9.3% | +96.0% | -86.7% | -6.1% |
| 1Y | +5.6% | +94.2% | -88.6% | -9.3% |
| 3Y | +31.3% | +75.3% | -44.0% | +13.3% |
| 5Y | +9.5% | +187.2% | -177.7% | -19.3% |
| All | +88.2% | +416.8% | -328.6% | +8.3% |
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 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