+96.7%
DGX vs EQNR
+72.8%
+23.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | -0.9% | +6.4% | -7.3% | -1.0% |
| 30D | -1.2% | +10.4% | -11.5% | -1.3% |
| 3M | +15.8% | +23.1% | -7.3% | +15.4% |
| 6M | +18.2% | +36.3% | -18.1% | +17.0% |
| YTD | +37.2% | +96.0% | -58.8% | +33.2% |
| 1Y | +30.4% | +94.2% | -63.9% | +26.6% |
| 3Y | +96.7% | +75.3% | +21.4% | +88.9% |
| All | +96.7% | +72.8% | +23.9% | +88.9% |
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