+409.3%
EQNR vs DTE
+137.8%
+271.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +6.4% | -2.6% | +9.0% | +7.8% |
| 30D | +10.4% | -4.4% | +14.8% | +12.7% |
| 3M | +23.1% | -8.3% | +31.4% | +28.1% |
| 6M | +36.3% | -8.1% | +44.4% | +40.9% |
| YTD | +96.0% | +4.4% | +91.5% | +89.8% |
| 1Y | +94.2% | +0.2% | +94.0% | +91.8% |
| 3Y | +75.3% | +42.6% | +32.6% | +41.2% |
| 5Y | +187.2% | +31.5% | +155.7% | +136.0% |
| All | +409.3% | +137.8% | +271.5% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling