-15.8%
DPZ vs EQNR
+74.0%
-89.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -8.6% | +5.7% | -14.3% | -8.6% |
| 30D | -11.2% | +11.3% | -22.5% | -11.4% |
| 3M | +1.4% | +21.5% | -20.1% | +0.8% |
| 6M | -19.9% | +41.8% | -61.7% | -21.5% |
| YTD | -23.0% | +97.3% | -120.3% | -26.6% |
| 1Y | -28.2% | +89.9% | -118.1% | -31.4% |
| All | -15.8% | +74.0% | -89.8% | -20.7% |
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