-21.0%
DOC vs EQNR
+135.7%
-156.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +1.0% | -3.4% | +4.5% | +1.2% |
| 30D | +8.1% | -5.9% | +14.1% | +8.4% |
| 3M | +0.9% | +2.0% | -1.1% | +0.5% |
| 6M | +6.3% | +10.3% | -4.0% | +5.0% |
| YTD | +33.8% | +80.8% | -47.0% | +22.1% |
| 1Y | +21.6% | +75.5% | -53.8% | +11.4% |
| 3Y | +53.4% | +58.5% | -5.1% | +40.8% |
| 5Y | -21.0% | +130.1% | -151.1% | -32.1% |
| All | -21.0% | +135.7% | -156.7% | -32.1% |
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 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