-99.9%
DFNS vs EQNR
+346.1%
-445.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -3.3% | +5.7% | -9.1% | -2.2% |
| 30D | -73.1% | +11.3% | -84.4% | -72.5% |
| 3M | -71.4% | +21.5% | -92.9% | -70.2% |
| 6M | -93.8% | +41.8% | -135.7% | -93.6% |
| YTD | -98.0% | +97.3% | -195.4% | -97.9% |
| 1Y | -98.2% | +89.9% | -188.1% | -98.1% |
| 3Y | -99.9% | +76.9% | -176.7% | -99.9% |
| 5Y | -99.9% | +189.2% | -289.1% | -99.9% |
| All | -99.9% | +346.1% | -445.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling