+402.6%
XME vs EQNR
+416.8%
-14.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -4.2% | +6.4% | -10.6% | -6.9% |
| 30D | -2.7% | +10.4% | -13.1% | -7.2% |
| 3M | -3.9% | +23.1% | -27.0% | -14.1% |
| 6M | -1.0% | +36.3% | -37.3% | -18.5% |
| YTD | +9.8% | +96.0% | -86.2% | -25.7% |
| 1Y | +32.5% | +94.2% | -61.7% | -10.7% |
| 3Y | +124.3% | +75.3% | +49.1% | +54.0% |
| 5Y | +165.8% | +187.2% | -21.4% | +29.0% |
| All | +402.6% | +416.8% | -14.2% | +65.9% |
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 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