+5.8%
XME vs EQNR
+87.4%
-81.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | -1.8% |
| 7D | -5.5% | -10.2% | +4.7% | -6.6% |
| 30D | -11.1% | +1.1% | -12.2% | -10.9% |
| 3M | -11.1% | +10.3% | -21.5% | -9.7% |
| 6M | -18.0% | +5.7% | -23.7% | -17.2% |
| YTD | -7.4% | +87.2% | -94.6% | -10.1% |
| All | +5.8% | +87.4% | -81.6% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling