+7.0%
DUOL vs EQNR
+237.3%
-230.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -7.0% | +6.4% | -13.4% | -8.0% |
| 30D | +6.7% | +10.4% | -3.6% | +5.0% |
| 3M | +16.0% | +23.1% | -7.1% | +11.5% |
| 6M | +45.4% | +36.3% | +9.1% | +36.4% |
| YTD | -18.1% | +96.0% | -114.1% | -29.1% |
| 1Y | -53.6% | +94.2% | -147.8% | -59.8% |
| 3Y | -11.0% | +75.3% | -86.2% | -22.4% |
| 5Y | -17.1% | +187.2% | -204.3% | -28.2% |
| All | +7.0% | +237.3% | -230.3% | -7.1% |
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