-5.7%
DT vs EQNR
+89.2%
-95.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | -0.9% |
| 7D | -25.5% | -10.2% | -15.3% | -25.9% |
| 30D | -22.3% | +1.1% | -23.4% | -22.1% |
| 3M | +2.3% | +10.3% | -8.0% | +3.4% |
| 6M | +20.7% | +5.7% | +15.1% | +22.8% |
| YTD | +7.9% | +87.2% | -79.3% | +12.2% |
| 1Y | -5.7% | +87.4% | -93.2% | -1.6% |
| All | -5.7% | +89.2% | -95.0% | -1.6% |
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