-15.6%
DECK vs EQNR
+58.6%
-74.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.5% |
| 7D | -0.8% | -3.4% | +2.6% | -1.1% |
| 30D | +4.9% | -5.9% | +10.8% | +4.4% |
| 3M | -5.8% | +2.0% | -7.8% | -6.0% |
| 6M | -8.6% | +10.3% | -18.9% | -8.6% |
| YTD | -14.7% | +80.8% | -95.5% | -21.2% |
| 1Y | +6.9% | +75.5% | -68.6% | -0.8% |
| All | -15.6% | +58.6% | -74.2% | -22.0% |
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