+23.4%
DOC vs EQNR
+333.6%
-310.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +4.3% | -10.8% | +15.2% | +6.4% |
| 30D | +9.2% | -5.4% | +14.6% | +9.9% |
| 3M | -0.8% | +0.2% | -1.0% | -1.4% |
| 6M | +7.1% | +13.1% | -6.0% | +3.3% |
| YTD | +34.0% | +77.9% | -44.0% | +14.4% |
| 1Y | +23.2% | +76.4% | -53.2% | +5.3% |
| 3Y | +53.6% | +56.0% | -2.4% | +32.8% |
| 5Y | -20.4% | +129.6% | -150.0% | -40.5% |
| 10Y | +23.4% | +336.0% | -312.6% | -31.8% |
| All | +23.4% | +333.6% | -310.3% | -31.8% |
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