-30.5%
DECK vs EQNR
+95.0%
-125.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -2.0% |
| 7D | -4.2% | +3.8% | -8.0% | -3.4% |
| 30D | -17.7% | +11.4% | -29.1% | -15.7% |
| 3M | -28.7% | +24.8% | -53.5% | -25.3% |
| 6M | -23.1% | +42.3% | -65.4% | -22.8% |
| YTD | -22.6% | +97.9% | -120.5% | -29.4% |
| 1Y | -30.5% | +95.9% | -126.4% | -36.1% |
| All | -30.5% | +95.0% | -125.5% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling