-99.9%
DFNS vs EQNR
+72.8%
-172.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.8% |
| 7D | -6.3% | +6.4% | -12.8% | -3.6% |
| 30D | -74.0% | +10.4% | -84.3% | -72.7% |
| 3M | -70.1% | +23.1% | -93.2% | -67.3% |
| 6M | -93.9% | +36.3% | -130.2% | -93.2% |
| YTD | -98.1% | +96.0% | -194.1% | -97.8% |
| 1Y | -98.3% | +94.2% | -192.5% | -98.1% |
| 3Y | -99.9% | +75.3% | -175.1% | -99.9% |
| All | -99.9% | +72.8% | -172.7% | -99.9% |
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