-39.6%
DUOL vs EQNR
+86.3%
-125.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.8% |
| 7D | +15.1% | -10.6% | +25.7% | +13.0% |
| 30D | +6.0% | -1.1% | +7.1% | +5.4% |
| 3M | +16.0% | +12.6% | +3.4% | +16.9% |
| 6M | +50.9% | +4.9% | +46.0% | +50.5% |
| YTD | -10.5% | +86.1% | -96.6% | +1.9% |
| 1Y | -39.6% | +87.5% | -127.1% | -30.9% |
| All | -39.6% | +86.3% | -125.9% | -30.9% |
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