+210.9%
DVN vs EQNR
+2,025.8%
-1,814.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.0% |
| 7D | +4.5% | +6.4% | -1.9% | -0.7% |
| 30D | +12.0% | +10.4% | +1.6% | +3.3% |
| 3M | +13.4% | +23.1% | -9.7% | -4.8% |
| 6M | +12.1% | +36.3% | -24.2% | -14.2% |
| YTD | +38.8% | +96.0% | -57.1% | -21.5% |
| 1Y | +46.0% | +94.2% | -48.2% | -16.9% |
| 3Y | +9.5% | +75.3% | -65.8% | -33.9% |
| 5Y | +125.3% | +187.2% | -62.0% | -9.6% |
| 10Y | +66.6% | +415.5% | -348.9% | -50.4% |
| All | +210.9% | +2,025.8% | -1,814.9% | -50.6% |
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