+433.1%
DUK vs EQNR
+2,025.8%
-1,592.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -0.7% | +6.4% | -7.1% | -1.7% |
| 30D | -2.4% | +10.4% | -12.8% | -4.0% |
| 3M | -3.0% | +23.1% | -26.1% | -6.5% |
| 6M | -6.6% | +36.3% | -42.8% | -11.9% |
| YTD | +4.6% | +96.0% | -91.4% | -7.3% |
| 1Y | +1.2% | +94.2% | -93.0% | -10.2% |
| 3Y | +45.7% | +75.3% | -29.6% | +29.4% |
| 5Y | +40.3% | +187.2% | -146.9% | +11.2% |
| 10Y | +129.9% | +415.5% | -285.6% | +54.8% |
| All | +433.1% | +2,025.8% | -1,592.8% | +165.3% |
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