+24.9%
DBX vs EQNR
+228.2%
-203.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | +2.1% | +6.4% | -4.3% | +0.7% |
| 30D | +5.7% | +10.4% | -4.6% | +3.4% |
| 3M | +31.8% | +23.1% | +8.7% | +25.2% |
| 6M | +37.5% | +36.3% | +1.2% | +26.5% |
| YTD | +27.9% | +96.0% | -68.1% | +7.4% |
| 1Y | +15.0% | +94.2% | -79.2% | -3.3% |
| 3Y | +27.2% | +75.3% | -48.1% | +7.5% |
| 5Y | +12.8% | +187.2% | -174.4% | -21.6% |
| All | +24.9% | +228.2% | -203.4% | -32.3% |
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