+116.4%
DOCN vs EQNR
+89.2%
+27.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.2% | -1.0% | -7.1% |
| 7D | -20.0% | -10.2% | -9.8% | -20.0% |
| 30D | -38.8% | +1.1% | -39.8% | -39.0% |
| 3M | -34.8% | +10.3% | -45.1% | -35.6% |
| 6M | -22.8% | +5.7% | -28.4% | -24.3% |
| YTD | +74.6% | +87.2% | -12.6% | +85.8% |
| 1Y | +116.4% | +87.4% | +29.0% | +131.4% |
| All | +116.4% | +89.2% | +27.2% | +131.4% |
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