-4.4%
DASH vs EQNR
+188.3%
-192.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -9.4% | +5.7% | -15.2% | -9.6% |
| 30D | -5.2% | +11.3% | -16.5% | -5.5% |
| 3M | +33.1% | +21.5% | +11.6% | +31.9% |
| 6M | +18.3% | +41.8% | -23.5% | +14.0% |
| YTD | -11.2% | +97.3% | -108.6% | -18.5% |
| 1Y | -21.9% | +89.9% | -111.8% | -28.0% |
| 3Y | +144.7% | +76.9% | +67.8% | +125.2% |
| 5Y | -4.4% | +189.2% | -193.6% | -5.5% |
| All | -4.4% | +188.3% | -192.8% | -5.5% |
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