-0.9%
XRT vs EQNR
+183.4%
-184.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | -3.2% | +6.4% | -9.6% | -3.7% |
| 30D | -4.5% | +10.4% | -14.9% | -5.4% |
| 3M | -3.1% | +23.1% | -26.2% | -5.1% |
| 6M | +4.2% | +36.3% | -32.1% | -0.2% |
| YTD | -0.1% | +96.0% | -96.1% | -9.8% |
| 1Y | -3.0% | +94.2% | -97.3% | -12.5% |
| 3Y | +41.8% | +75.3% | -33.5% | +28.5% |
| All | -0.9% | +183.4% | -184.3% | -16.3% |
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 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