+291.2%
USFD vs EQNR
+392.9%
-101.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.2% | -9.7% | -6.9% |
| 7D | -7.0% | +3.8% | -10.8% | -8.3% |
| 30D | -10.3% | +11.4% | -21.7% | -13.8% |
| 3M | +9.2% | +24.8% | -15.6% | 0.0% |
| 6M | +7.4% | +42.3% | -34.9% | -8.1% |
| YTD | +29.4% | +97.9% | -68.5% | -3.5% |
| 1Y | +24.8% | +95.9% | -71.1% | -7.1% |
| 3Y | +150.0% | +77.3% | +72.7% | +86.3% |
| 5Y | +195.5% | +195.3% | +0.2% | +53.1% |
| 10Y | +315.7% | +420.4% | -104.7% | +45.6% |
| All | +291.2% | +392.9% | -101.7% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling