+65.4%
DRI vs EQNR
+183.4%
-118.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -3.2% | +6.4% | -9.7% | -3.6% |
| 30D | -7.8% | +10.4% | -18.2% | -8.3% |
| 3M | +0.4% | +23.1% | -22.7% | -0.9% |
| 6M | +4.8% | +36.3% | -31.5% | +2.3% |
| YTD | +16.7% | +96.0% | -79.2% | +10.0% |
| 1Y | +1.5% | +94.2% | -92.7% | -4.4% |
| 3Y | +56.3% | +75.3% | -19.0% | +47.5% |
| All | +65.4% | +183.4% | -118.0% | +40.8% |
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 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