-11.0%
DUOL vs EQNR
+72.8%
-83.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -7.0% | +6.4% | -13.4% | -7.5% |
| 30D | +6.7% | +10.4% | -3.6% | +5.7% |
| 3M | +16.0% | +23.1% | -7.1% | +13.1% |
| 6M | +45.4% | +36.3% | +9.1% | +39.4% |
| YTD | -18.1% | +96.0% | -114.1% | -26.5% |
| 1Y | -53.6% | +94.2% | -147.8% | -58.4% |
| 3Y | -11.0% | +75.3% | -86.2% | -20.7% |
| All | -11.0% | +72.8% | -83.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling