+102.3%
DAL vs EQNR
+72.8%
+29.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.0% |
| 7D | -0.3% | +6.4% | -6.8% | +0.5% |
| 30D | -11.1% | +10.4% | -21.5% | -9.9% |
| 3M | -2.1% | +23.1% | -25.2% | +0.9% |
| 6M | +35.8% | +36.3% | -0.5% | +38.6% |
| YTD | +16.0% | +96.0% | -79.9% | +15.5% |
| 1Y | +33.7% | +94.2% | -60.6% | +33.0% |
| 3Y | +102.3% | +75.3% | +27.0% | +94.8% |
| All | +102.3% | +72.8% | +29.5% | +94.8% |
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