+4.9%
DG vs EQNR
+72.8%
-67.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -6.5% | +6.4% | -12.9% | -6.2% |
| 30D | +4.2% | +10.4% | -6.2% | +4.7% |
| 3M | +9.5% | +23.1% | -13.6% | +10.6% |
| 6M | -13.1% | +36.3% | -49.4% | -12.5% |
| YTD | -4.8% | +96.0% | -100.8% | -5.6% |
| 1Y | +20.6% | +94.2% | -73.6% | +19.6% |
| 3Y | +4.9% | +75.3% | -70.3% | +3.9% |
| All | +4.9% | +72.8% | -67.9% | +3.9% |
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