+409.3%
DOCN vs EQNR
+74.5%
+334.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +4.1% |
| 7D | +26.5% | +3.8% | +22.7% | +25.8% |
| 30D | +2.3% | +11.4% | -9.1% | +0.6% |
| 3M | -21.2% | +24.8% | -46.0% | -24.0% |
| 6M | +130.6% | +42.3% | +88.3% | +115.7% |
| YTD | +175.7% | +97.9% | +77.9% | +145.8% |
| 1Y | +286.6% | +95.9% | +190.6% | +244.4% |
| All | +409.3% | +74.5% | +334.8% | +343.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling