+199.6%
DKS vs EQNR
+416.8%
-217.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -2.0% | +6.4% | -8.5% | -3.6% |
| 30D | -32.7% | +10.4% | -43.1% | -34.3% |
| 3M | -38.8% | +23.1% | -61.9% | -42.1% |
| 6M | -29.4% | +36.3% | -65.7% | -36.1% |
| YTD | -30.3% | +96.0% | -126.3% | -43.4% |
| 1Y | -39.6% | +94.2% | -133.8% | -50.9% |
| 3Y | +32.2% | +75.3% | -43.1% | +8.1% |
| 5Y | +15.1% | +187.2% | -172.1% | -25.6% |
| All | +199.6% | +416.8% | -217.2% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling