-1.7%
DECK vs EQNR
+68.3%
-70.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.5% |
| 7D | -2.2% | +1.7% | -3.9% | -2.2% |
| 30D | -13.6% | +11.5% | -25.1% | -13.5% |
| 3M | -21.2% | +12.9% | -34.1% | -21.2% |
| 6M | -21.1% | +36.0% | -57.0% | -23.8% |
| YTD | -17.2% | +84.1% | -101.3% | -24.2% |
| 1Y | -30.7% | +83.8% | -114.5% | -36.5% |
| All | -1.7% | +68.3% | -70.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling