-46.2%
QXO vs EQNR
+72.8%
-119.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | -0.1% |
| 7D | -7.8% | +6.4% | -14.2% | -5.6% |
| 30D | -18.1% | +10.4% | -28.5% | -14.9% |
| 3M | -25.8% | +23.1% | -48.8% | -18.6% |
| 6M | -41.7% | +36.3% | -78.0% | -34.5% |
| YTD | -36.2% | +96.0% | -132.2% | -23.4% |
| 1Y | -42.1% | +94.2% | -136.3% | -30.4% |
| 3Y | -46.2% | +75.3% | -121.4% | -52.1% |
| All | -46.2% | +72.8% | -119.0% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling