+41.8%
XRT vs EQNR
+72.8%
-31.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | -3.2% | +6.4% | -9.6% | -3.3% |
| 30D | -4.5% | +10.4% | -14.9% | -4.7% |
| 3M | -3.1% | +23.1% | -26.2% | -3.6% |
| 6M | +4.2% | +36.3% | -32.1% | +1.7% |
| YTD | -0.1% | +96.0% | -96.1% | -7.5% |
| 1Y | -3.0% | +94.2% | -97.3% | -10.3% |
| 3Y | +41.8% | +75.3% | -33.5% | +31.9% |
| All | +41.8% | +72.8% | -31.0% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling