+14.5%
DOC vs EQNR
+360.4%
-345.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +6.5% | -13.9% | +20.3% | +9.2% |
| 30D | +9.2% | +0.9% | +8.2% | +8.6% |
| 3M | -2.5% | +7.4% | -9.9% | -4.4% |
| 6M | +7.1% | +12.6% | -5.6% | +3.4% |
| YTD | +33.0% | +83.7% | -50.7% | +12.9% |
| 1Y | +23.3% | +83.3% | -60.1% | +4.6% |
| 3Y | +44.9% | +60.3% | -15.3% | +24.7% |
| 5Y | -21.6% | +134.0% | -155.6% | -41.5% |
| All | +14.5% | +360.4% | -345.9% | -38.1% |
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