-23.5%
DPZ vs EQNR
+87.7%
-111.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | 0.0% |
| 7D | +4.5% | +2.7% | +1.8% | +4.6% |
| 30D | -5.6% | +10.0% | -15.6% | -5.4% |
| 3M | +13.8% | +13.5% | +0.3% | +13.8% |
| 6M | -14.1% | +39.2% | -53.3% | -15.9% |
| YTD | -15.8% | +86.6% | -102.4% | -20.6% |
| All | -23.5% | +87.7% | -111.3% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling