+75.3%
EQNR vs XPO
+151.0%
-75.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.4% | -5.7% | +12.1% | +6.4% |
| 30D | +10.4% | -12.8% | +23.2% | +10.3% |
| 3M | +23.1% | -20.0% | +43.1% | +23.1% |
| 6M | +36.3% | -6.0% | +42.3% | +36.1% |
| YTD | +96.0% | +34.0% | +61.9% | +93.5% |
| 1Y | +94.2% | +35.6% | +58.7% | +91.5% |
| 3Y | +75.3% | +152.3% | -77.0% | +67.2% |
| All | +75.3% | +151.0% | -75.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling