+257.2%
XOM vs EQNR
+183.4%
+73.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.8% |
| 7D | +4.1% | +6.4% | -2.4% | +0.7% |
| 30D | +4.6% | +10.4% | -5.8% | -0.7% |
| 3M | +14.0% | +23.1% | -9.1% | +1.7% |
| 6M | +11.0% | +36.3% | -25.3% | -6.8% |
| YTD | +40.7% | +96.0% | -55.3% | -3.0% |
| 1Y | +52.3% | +94.2% | -41.9% | +5.2% |
| 3Y | +60.5% | +75.3% | -14.8% | +14.6% |
| All | +257.2% | +183.4% | +73.8% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling