+146.4%
USFD vs EQNR
+74.0%
+72.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -8.0% | +5.7% | -13.7% | -8.1% |
| 30D | -13.1% | +11.3% | -24.4% | -13.3% |
| 3M | +6.5% | +21.5% | -15.0% | +5.9% |
| 6M | +5.7% | +41.8% | -36.1% | +3.8% |
| YTD | +27.5% | +97.3% | -69.8% | +21.5% |
| 1Y | +23.4% | +89.9% | -66.5% | +18.0% |
| All | +146.4% | +74.0% | +72.4% | +136.2% |
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