+489.1%
DDOG vs EQNR
+252.3%
+236.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +3.9% | +6.4% | -2.5% | +2.7% |
| 30D | -8.2% | +10.4% | -18.5% | -10.0% |
| 3M | -5.6% | +23.1% | -28.7% | -9.8% |
| 6M | +73.5% | +36.3% | +37.2% | +60.4% |
| YTD | +62.7% | +96.0% | -33.3% | +37.4% |
| 1Y | +59.0% | +94.2% | -35.2% | +34.3% |
| 3Y | +117.1% | +75.3% | +41.9% | +83.9% |
| 5Y | +61.3% | +187.2% | -125.9% | +16.0% |
| All | +489.1% | +252.3% | +236.8% | +270.7% |
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 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