+37.1%
DOCU vs EQNR
+74.5%
-37.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -0.8% |
| 7D | -1.4% | +3.8% | -5.2% | -1.2% |
| 30D | +8.1% | +11.4% | -3.4% | +8.6% |
| 3M | +43.0% | +24.8% | +18.2% | +44.4% |
| 6M | +32.4% | +42.3% | -9.9% | +34.4% |
| YTD | -5.8% | +97.9% | -103.6% | -3.8% |
| 1Y | -19.2% | +95.9% | -115.2% | -17.5% |
| All | +37.1% | +74.5% | -37.4% | +39.4% |
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 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