-24.5%
XYL vs EQNR
+85.2%
-109.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.2% |
| 7D | -5.0% | +1.7% | -6.7% | -4.9% |
| 30D | -13.2% | +11.5% | -24.7% | -12.2% |
| 3M | -3.7% | +12.9% | -16.6% | -2.4% |
| 6M | -17.7% | +36.0% | -53.6% | -16.1% |
| YTD | -21.5% | +84.1% | -105.6% | -19.6% |
| 1Y | -24.5% | +83.8% | -108.3% | -22.1% |
| All | -24.5% | +85.2% | -109.7% | -22.1% |
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