+101.7%
DAL vs EQNR
+185.3%
-83.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -0.6% | +5.7% | -6.4% | -0.7% |
| 30D | -13.5% | +11.3% | -24.7% | -13.6% |
| 3M | +2.6% | +21.5% | -18.9% | +2.2% |
| 6M | +32.7% | +41.8% | -9.2% | +28.9% |
| YTD | +13.6% | +97.3% | -83.7% | +5.3% |
| 1Y | +28.8% | +89.9% | -61.1% | +19.8% |
| 3Y | +98.2% | +76.9% | +21.3% | +83.5% |
| All | +101.7% | +185.3% | -83.6% | +55.7% |
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