+32.2%
DKS vs EQNR
+72.8%
-40.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -2.0% | +6.4% | -8.5% | -2.5% |
| 30D | -32.7% | +10.4% | -43.1% | -33.1% |
| 3M | -38.8% | +23.1% | -61.9% | -39.6% |
| 6M | -29.4% | +36.3% | -65.7% | -32.3% |
| YTD | -30.3% | +96.0% | -126.3% | -37.8% |
| 1Y | -39.6% | +94.2% | -133.8% | -46.1% |
| 3Y | +32.2% | +75.3% | -43.1% | +15.9% |
| All | +32.2% | +72.8% | -40.6% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling