+724.7%
DECK vs EQNR
+408.0%
+316.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -3.8% |
| 7D | -4.2% | +3.8% | -8.0% | -5.1% |
| 30D | -17.7% | +11.4% | -29.1% | -19.8% |
| 3M | -28.7% | +24.8% | -53.5% | -32.7% |
| 6M | -23.1% | +42.3% | -65.4% | -31.3% |
| YTD | -22.6% | +97.9% | -120.5% | -37.3% |
| 1Y | -30.5% | +95.9% | -126.4% | -43.6% |
| 3Y | -8.7% | +77.3% | -86.0% | -25.6% |
| 5Y | +18.3% | +195.3% | -176.9% | -24.3% |
| 10Y | +724.7% | +420.4% | +304.3% | +294.6% |
| All | +724.7% | +408.0% | +316.7% | +294.6% |
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