+506.0%
XYZ vs EQNR
+438.1%
+68.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -4.3% | +6.4% | -10.7% | -6.3% |
| 30D | +1.2% | +10.4% | -9.2% | -2.3% |
| 3M | +14.6% | +23.1% | -8.4% | +5.4% |
| 6M | +22.6% | +36.3% | -13.7% | +6.2% |
| YTD | +21.7% | +96.0% | -74.3% | -8.5% |
| 1Y | +6.7% | +94.2% | -87.5% | -20.0% |
| 3Y | +46.8% | +75.3% | -28.4% | +10.3% |
| 5Y | -68.0% | +187.2% | -255.3% | -81.7% |
| 10Y | +602.8% | +415.5% | +187.4% | +193.5% |
| All | +506.0% | +438.1% | +68.0% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling