+1,006.8%
XLY vs EQNR
+2,025.8%
-1,019.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.7% | +6.4% | -8.1% | -3.3% |
| 30D | -4.2% | +10.4% | -14.5% | -6.7% |
| 3M | -2.7% | +23.1% | -25.8% | -8.4% |
| 6M | -0.6% | +36.3% | -36.9% | -10.3% |
| YTD | -5.0% | +96.0% | -101.0% | -22.6% |
| 1Y | -4.1% | +94.2% | -98.3% | -21.9% |
| 3Y | +33.6% | +75.3% | -41.7% | +9.4% |
| 5Y | +28.7% | +187.2% | -158.5% | -12.2% |
| 10Y | +219.6% | +415.5% | -195.9% | +72.8% |
| All | +1,006.8% | +2,025.8% | -1,019.1% | +353.9% |
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