-50.3%
DOCS vs EQNR
+190.1%
-240.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.7% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | +21.8% | +11.5% | +10.4% | +21.4% |
| 3M | +27.3% | +12.9% | +14.4% | +26.7% |
| 6M | -0.3% | +36.0% | -36.3% | -2.4% |
| YTD | -40.5% | +84.1% | -124.6% | -43.3% |
| 1Y | -61.5% | +83.8% | -145.3% | -63.4% |
| 3Y | +8.2% | +68.8% | -60.7% | +3.0% |
| 5Y | -73.4% | +175.8% | -249.2% | -78.7% |
| All | -50.3% | +190.1% | -240.4% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling