+87.1%
DOCN vs EQNR
+188.3%
-101.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +19.8% | +5.7% | +14.0% | +18.6% |
| 30D | +8.4% | +11.3% | -2.9% | +6.3% |
| 3M | -23.6% | +21.5% | -45.1% | -26.5% |
| 6M | +111.3% | +41.8% | +69.5% | +95.8% |
| YTD | +172.3% | +97.3% | +75.0% | +136.5% |
| 1Y | +283.3% | +89.9% | +193.4% | +234.7% |
| 3Y | +388.1% | +76.9% | +311.2% | +325.7% |
| 5Y | +87.1% | +189.2% | -102.1% | +31.6% |
| All | +87.1% | +188.3% | -101.2% | +31.6% |
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 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