-28.0%
DHR vs EQNR
+183.4%
-211.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -3.6% | +6.4% | -10.1% | -3.9% |
| 30D | -2.7% | +10.4% | -13.1% | -3.2% |
| 3M | +10.9% | +23.1% | -12.2% | +9.8% |
| 6M | +3.0% | +36.3% | -33.3% | +0.7% |
| YTD | -12.2% | +96.0% | -108.2% | -17.1% |
| 1Y | +3.3% | +94.2% | -90.9% | -2.5% |
| 3Y | -8.2% | +75.3% | -83.5% | -13.3% |
| All | -28.0% | +183.4% | -211.4% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling