-31.5%
XYL vs EQNR
+89.2%
-120.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.2% | +11.2% | +4.3% |
| 7D | +14.5% | -10.2% | +24.7% | +13.4% |
| 30D | -1.3% | +1.1% | -2.4% | -1.2% |
| 3M | -17.0% | +10.3% | -27.3% | -16.0% |
| 6M | -11.3% | +5.7% | -17.0% | -10.3% |
| YTD | -25.0% | +87.2% | -112.2% | -23.9% |
| 1Y | -31.5% | +87.4% | -119.0% | -30.5% |
| All | -31.5% | +89.2% | -120.8% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling