+223.6%
XME vs EQNR
+404.7%
-181.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -4.2% | +6.4% | -10.6% | -8.1% |
| 30D | -2.7% | +10.4% | -13.1% | -9.2% |
| 3M | -3.9% | +23.1% | -27.0% | -18.4% |
| 6M | -1.0% | +36.3% | -37.3% | -24.9% |
| YTD | +9.8% | +96.0% | -86.2% | -36.0% |
| 1Y | +32.5% | +94.2% | -61.7% | -23.2% |
| 3Y | +124.3% | +75.3% | +49.1% | +31.6% |
| 5Y | +165.8% | +187.2% | -21.4% | -0.2% |
| 10Y | +411.8% | +415.5% | -3.7% | +7.6% |
| All | +223.6% | +404.7% | -181.1% | -42.2% |
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 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