+55.0%
XOP vs EQNR
+416.8%
-361.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | +2.6% | +6.4% | -3.8% | -2.8% |
| 30D | +9.6% | +10.4% | -0.8% | +0.5% |
| 3M | +20.4% | +23.1% | -2.7% | -0.5% |
| 6M | +19.9% | +36.3% | -16.4% | -10.7% |
| YTD | +56.4% | +96.0% | -39.6% | -16.0% |
| 1Y | +52.4% | +94.2% | -41.8% | -17.8% |
| 3Y | +39.9% | +75.3% | -35.4% | -21.1% |
| 5Y | +163.7% | +187.2% | -23.5% | -13.7% |
| All | +55.0% | +416.8% | -361.8% | -70.4% |
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