+45.3%
DGX vs EQNR
+86.3%
-41.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +0.7% | -10.6% | +11.3% | +0.4% |
| 30D | +11.5% | -1.1% | +12.6% | +11.4% |
| 3M | +8.4% | +12.6% | -4.2% | +8.8% |
| 6M | +34.5% | +4.9% | +29.6% | +35.2% |
| YTD | +49.3% | +86.1% | -36.8% | +48.1% |
| 1Y | +45.3% | +87.5% | -42.2% | +43.8% |
| All | +45.3% | +86.3% | -41.0% | +43.8% |
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 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