+3,599.4%
DLR vs EQNR
+871.8%
+2,727.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +0.1% | +6.4% | -6.3% | -1.5% |
| 30D | -4.3% | +10.4% | -14.7% | -6.8% |
| 3M | +3.8% | +23.1% | -19.3% | -2.3% |
| 6M | +5.8% | +36.3% | -30.5% | -4.2% |
| YTD | +23.5% | +96.0% | -72.4% | +1.0% |
| 1Y | +11.1% | +94.2% | -83.1% | -9.2% |
| 3Y | +57.9% | +75.3% | -17.4% | +29.6% |
| 5Y | +44.0% | +187.2% | -143.3% | -2.5% |
| 10Y | +176.0% | +415.5% | -239.5% | +39.1% |
| All | +3,599.4% | +871.8% | +2,727.5% | +1,275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling