+192.9%
XOM vs EQNR
+416.8%
-223.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.9% |
| 7D | +4.1% | +6.4% | -2.4% | +0.2% |
| 30D | +4.6% | +10.4% | -5.8% | -1.5% |
| 3M | +14.0% | +23.1% | -9.1% | -0.1% |
| 6M | +11.0% | +36.3% | -25.3% | -9.5% |
| YTD | +40.7% | +96.0% | -55.3% | -8.6% |
| 1Y | +52.3% | +94.2% | -41.9% | -0.9% |
| 3Y | +60.5% | +75.3% | -14.8% | +7.7% |
| 5Y | +266.4% | +187.2% | +79.2% | +69.5% |
| All | +192.9% | +416.8% | -223.9% | -7.3% |
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