+30.4%
DGX vs EQNR
+93.1%
-62.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -0.9% | +6.4% | -7.3% | -0.6% |
| 30D | -1.2% | +10.4% | -11.5% | -0.8% |
| 3M | +15.8% | +23.1% | -7.3% | +17.0% |
| 6M | +18.2% | +36.3% | -18.1% | +19.8% |
| YTD | +37.2% | +96.0% | -58.8% | +39.1% |
| 1Y | +30.4% | +94.2% | -63.9% | +32.5% |
| All | +30.4% | +93.1% | -62.8% | +32.5% |
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