-35.9%
DKS vs EQNR
+85.2%
-121.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.5% |
| 7D | +3.0% | +1.7% | +1.3% | +3.0% |
| 30D | -30.5% | +11.5% | -42.0% | -29.9% |
| 3M | -35.7% | +12.9% | -48.6% | -34.8% |
| 6M | -29.7% | +36.0% | -65.6% | -32.0% |
| YTD | -28.9% | +84.1% | -113.0% | -36.9% |
| 1Y | -35.9% | +83.8% | -119.6% | -43.8% |
| All | -35.9% | +85.2% | -121.1% | -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