-54.8%
DOCS vs EQNR
+135.6%
-190.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.5% |
| 7D | -4.2% | -3.4% | -0.7% | -4.2% |
| 30D | +8.6% | -5.9% | +14.6% | +8.5% |
| 3M | +27.2% | +2.0% | +25.3% | +27.1% |
| 6M | +26.5% | +10.3% | +16.2% | +26.1% |
| YTD | -25.0% | +80.8% | -105.8% | -27.6% |
| 1Y | -37.0% | +75.5% | -112.5% | -39.0% |
| 3Y | +39.4% | +58.5% | -19.1% | +34.7% |
| All | -54.8% | +135.6% | -190.3% | -60.8% |
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