+3.3%
DHR vs EQNR
+93.1%
-89.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.3% |
| 7D | -3.6% | +6.4% | -10.1% | -2.9% |
| 30D | -2.7% | +10.4% | -13.1% | -1.6% |
| 3M | +10.9% | +23.1% | -12.2% | +14.1% |
| 6M | +3.0% | +36.3% | -33.3% | +6.8% |
| YTD | -12.2% | +96.0% | -108.2% | -8.7% |
| 1Y | +3.3% | +94.2% | -90.9% | +8.0% |
| All | +3.3% | +93.1% | -89.8% | +8.0% |
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