-98.3%
DFNS vs EQNR
+87.7%
-186.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +8.4% |
| 7D | -19.9% | +2.7% | -22.6% | -18.0% |
| 30D | -78.5% | +10.0% | -88.5% | -77.0% |
| 3M | -73.9% | +13.5% | -87.4% | -71.8% |
| 6M | -95.5% | +39.2% | -134.8% | -95.7% |
| YTD | -98.0% | +86.6% | -184.6% | -98.3% |
| All | -98.3% | +87.7% | -186.0% | -98.4% |
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