+16.6%
DKS vs EQNR
+183.4%
-166.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -2.0% | +6.4% | -8.5% | -2.6% |
| 30D | -32.7% | +10.4% | -43.1% | -33.2% |
| 3M | -38.8% | +23.1% | -61.9% | -39.9% |
| 6M | -29.4% | +36.3% | -65.7% | -32.1% |
| YTD | -30.3% | +96.0% | -126.3% | -36.4% |
| 1Y | -39.6% | +94.2% | -133.8% | -44.8% |
| 3Y | +32.2% | +75.3% | -43.1% | +20.6% |
| All | +16.6% | +183.4% | -166.8% | +6.6% |
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 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