-23.6%
DOC vs EQNR
+169.4%
-193.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | -4.8% | +11.5% | -16.2% | -5.5% |
| 3M | +6.9% | +12.9% | -6.0% | +5.8% |
| 6M | +20.7% | +36.0% | -15.2% | +15.7% |
| YTD | +34.1% | +84.1% | -50.0% | +23.3% |
| 1Y | +22.6% | +83.8% | -61.1% | +12.6% |
| 3Y | +20.8% | +68.8% | -48.0% | +11.0% |
| All | -23.6% | +169.4% | -193.0% | -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