+250.2%
DOCN vs EQNR
+85.2%
+164.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | -9.6% | +11.5% | -21.1% | -10.2% |
| 3M | -37.7% | +12.9% | -50.6% | -38.4% |
| 6M | +115.2% | +36.0% | +79.3% | +109.2% |
| YTD | +133.7% | +84.1% | +49.6% | +140.0% |
| 1Y | +250.2% | +83.8% | +166.4% | +266.6% |
| All | +250.2% | +85.2% | +164.9% | +266.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling