-33.2%
DPZ vs EQNR
+195.1%
-228.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.2% | -8.4% | -4.3% |
| 7D | -7.3% | +3.8% | -11.1% | -7.4% |
| 30D | -7.6% | +11.4% | -19.0% | -8.0% |
| 3M | +1.8% | +24.8% | -23.0% | +0.7% |
| 6M | -21.8% | +42.3% | -64.1% | -23.5% |
| YTD | -22.0% | +97.9% | -119.9% | -25.5% |
| 1Y | -28.6% | +95.9% | -124.5% | -31.8% |
| 3Y | -13.1% | +77.3% | -90.4% | -16.9% |
| 5Y | -33.2% | +195.3% | -228.5% | -34.2% |
| All | -33.2% | +195.1% | -228.4% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling