+114.1%
DT vs EQNR
+306.9%
-192.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.6% | +6.4% | -8.0% | -2.9% |
| 30D | +3.0% | +10.4% | -7.3% | +0.8% |
| 3M | +26.5% | +23.1% | +3.4% | +20.0% |
| 6M | +35.9% | +36.3% | -0.4% | +24.9% |
| YTD | +17.8% | +96.0% | -78.1% | -1.5% |
| 1Y | +4.1% | +94.2% | -90.2% | -13.0% |
| 3Y | +5.3% | +75.3% | -70.0% | -11.7% |
| 5Y | -27.2% | +187.2% | -214.4% | -50.7% |
| All | +114.1% | +306.9% | -192.8% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling