+409.3%
EQNR vs DVA
+187.8%
+221.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.4% | -1.3% | +7.8% | +6.6% |
| 30D | +10.4% | 0.0% | +10.3% | +10.3% |
| 3M | +23.1% | -10.9% | +34.0% | +24.8% |
| 6M | +36.3% | +17.3% | +19.0% | +31.4% |
| YTD | +96.0% | +59.8% | +36.2% | +77.6% |
| 1Y | +94.2% | +36.3% | +58.0% | +81.0% |
| 3Y | +75.3% | +88.6% | -13.3% | +49.9% |
| 5Y | +187.2% | +47.5% | +139.7% | +153.2% |
| All | +409.3% | +187.8% | +221.5% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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