+145.0%
DPZ vs EQNR
+380.1%
-235.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +2.2% | +2.3% | -0.1% | +2.1% |
| 30D | +15.5% | -5.2% | +20.7% | +15.8% |
| 3M | -2.0% | +7.0% | -9.0% | -2.8% |
| 6M | +12.1% | +14.4% | -2.3% | +10.4% |
| YTD | -16.6% | +87.9% | -104.5% | -21.9% |
| 1Y | -14.6% | +84.8% | -99.3% | -19.9% |
| 3Y | -4.1% | +62.7% | -66.8% | -9.7% |
| 5Y | -28.3% | +144.0% | -172.3% | -35.8% |
| All | +145.0% | +380.1% | -235.1% | +106.8% |
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 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