+7.6%
DOCS vs EQNR
+67.4%
-59.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.1% | -10.4% | -7.2% |
| 7D | -7.3% | -1.9% | -5.4% | -7.4% |
| 30D | -10.9% | +12.6% | -23.4% | -10.5% |
| 3M | +20.3% | +16.5% | +3.8% | +20.9% |
| 6M | -3.6% | +31.8% | -35.4% | -4.0% |
| YTD | -44.9% | +89.8% | -134.7% | -46.8% |
| 1Y | -64.9% | +87.6% | -152.4% | -66.1% |
| All | +7.6% | +67.4% | -59.8% | +4.2% |
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