+23.4%
ELAN vs EQNR
+93.1%
-69.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.2% |
| 7D | -5.4% | +6.4% | -11.9% | -3.9% |
| 30D | +4.7% | +10.4% | -5.7% | +7.3% |
| 3M | -3.7% | +23.1% | -26.7% | +1.8% |
| 6M | -1.2% | +36.3% | -37.5% | +3.3% |
| YTD | +2.4% | +96.0% | -93.6% | +7.7% |
| 1Y | +23.4% | +94.2% | -70.8% | +30.1% |
| All | +23.4% | +93.1% | -69.7% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling