+6.6%
DASH vs EQNR
+292.9%
-286.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | -4.6% | +6.4% | -11.1% | -4.9% |
| 30D | -5.0% | +10.4% | -15.3% | -5.5% |
| 3M | +30.6% | +23.1% | +7.5% | +28.6% |
| 6M | +19.2% | +36.3% | -17.1% | +14.7% |
| YTD | -10.8% | +96.0% | -106.8% | -18.8% |
| 1Y | -22.4% | +94.2% | -116.6% | -29.4% |
| 3Y | +142.5% | +75.3% | +67.2% | +121.4% |
| 5Y | -4.0% | +187.2% | -191.2% | -18.6% |
| All | +6.6% | +292.9% | -286.3% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling