-33.8%
DKS vs EQNR
+86.3%
-120.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.5% |
| 7D | -0.7% | -10.6% | +9.9% | -1.8% |
| 30D | +4.6% | -1.1% | +5.7% | +4.5% |
| 3M | -28.9% | +12.6% | -41.6% | -27.6% |
| 6M | -33.5% | +4.9% | -38.5% | -32.4% |
| YTD | -27.2% | +86.1% | -113.3% | -30.0% |
| 1Y | -33.8% | +87.5% | -121.3% | -36.0% |
| All | -33.8% | +86.3% | -120.1% | -36.0% |
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