+186.4%
USFD vs EQNR
+183.4%
+3.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -8.4% | +6.4% | -14.8% | -8.9% |
| 30D | -14.1% | +10.4% | -24.4% | -14.9% |
| 3M | +4.5% | +23.1% | -18.6% | +2.2% |
| 6M | +4.4% | +36.3% | -31.9% | +0.2% |
| YTD | +26.6% | +96.0% | -69.4% | +15.4% |
| 1Y | +19.4% | +94.2% | -74.9% | +8.8% |
| 3Y | +144.6% | +75.3% | +69.3% | +124.0% |
| All | +186.4% | +183.4% | +3.0% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling