+65.2%
DOCU vs EQNR
+193.6%
-128.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -4.0% | +6.4% | -10.5% | -4.7% |
| 30D | +13.0% | +10.4% | +2.6% | +11.8% |
| 3M | +47.4% | +23.1% | +24.3% | +43.6% |
| 6M | +36.8% | +36.3% | +0.5% | +31.2% |
| YTD | -4.0% | +96.0% | -100.0% | -12.3% |
| 1Y | -18.2% | +94.2% | -112.4% | -25.2% |
| 3Y | +39.7% | +75.3% | -35.6% | +28.1% |
| 5Y | -76.3% | +187.2% | -263.5% | -80.0% |
| All | +65.2% | +193.6% | -128.4% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling