+43.4%
DLTR vs EQNR
+416.8%
-373.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -10.1% | +6.4% | -16.5% | -11.0% |
| 30D | -8.1% | +10.4% | -18.5% | -9.6% |
| 3M | +2.9% | +23.1% | -20.2% | -1.0% |
| 6M | +4.3% | +36.3% | -31.9% | -2.7% |
| YTD | -3.9% | +96.0% | -99.9% | -17.1% |
| 1Y | +18.9% | +94.2% | -75.3% | +2.6% |
| 3Y | +1.9% | +75.3% | -73.3% | -11.4% |
| 5Y | +31.0% | +187.2% | -156.2% | -1.8% |
| All | +43.4% | +416.8% | -373.4% | -10.4% |
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