+182.0%
EQNR vs DTE
+30.3%
+151.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +6.4% | -2.6% | +9.0% | +7.1% |
| 30D | +10.4% | -4.4% | +14.8% | +11.5% |
| 3M | +23.1% | -8.3% | +31.4% | +25.5% |
| 6M | +36.3% | -8.1% | +44.4% | +38.5% |
| YTD | +96.0% | +4.4% | +91.5% | +92.6% |
| 1Y | +94.2% | +0.2% | +94.0% | +92.7% |
| 3Y | +75.3% | +42.6% | +32.6% | +59.4% |
| All | +182.0% | +30.3% | +151.7% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling