+65.0%
FDX vs EQNR
+89.2%
-24.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.2% | +9.8% | +2.8% |
| 7D | +8.1% | -10.2% | +18.3% | +6.8% |
| 30D | +13.9% | +1.1% | +12.9% | +14.1% |
| 3M | +5.5% | +10.3% | -4.8% | +6.9% |
| 6M | +15.1% | +5.7% | +9.5% | +15.7% |
| YTD | +43.2% | +87.2% | -44.0% | +46.0% |
| 1Y | +65.0% | +87.4% | -22.4% | +69.0% |
| All | +65.0% | +89.2% | -24.2% | +69.0% |
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