+23.5%
DECK vs EQNR
+178.9%
-155.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -3.8% |
| 7D | -2.3% | -1.9% | -0.4% | -2.3% |
| 30D | -15.2% | +12.6% | -27.8% | -15.7% |
| 3M | -24.7% | +16.5% | -41.2% | -25.3% |
| 6M | -20.8% | +31.8% | -52.5% | -23.1% |
| YTD | -20.3% | +89.8% | -110.1% | -26.4% |
| 1Y | -29.5% | +87.6% | -117.1% | -34.8% |
| 3Y | -6.0% | +70.1% | -76.1% | -12.9% |
| 5Y | +23.5% | +181.1% | -157.6% | +11.1% |
| All | +23.5% | +178.9% | -155.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling