+409.3%
EQNR vs XPO
+1,516.3%
-1,107.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -5.7% | +12.1% | +7.5% |
| 30D | +10.4% | -12.8% | +23.2% | +12.9% |
| 3M | +23.1% | -20.0% | +43.1% | +27.7% |
| 6M | +36.3% | -6.0% | +42.3% | +36.2% |
| YTD | +96.0% | +34.0% | +61.9% | +81.3% |
| 1Y | +94.2% | +35.6% | +58.7% | +78.1% |
| 3Y | +75.3% | +152.3% | -77.0% | +31.9% |
| 5Y | +187.2% | +264.4% | -77.1% | +86.3% |
| All | +409.3% | +1,516.3% | -1,107.0% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling