+96.7%
ELAN vs EQNR
+72.8%
+23.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | -5.4% | +6.4% | -11.9% | -5.4% |
| 30D | +4.7% | +10.4% | -5.7% | +4.6% |
| 3M | -3.7% | +23.1% | -26.7% | -3.8% |
| 6M | -1.2% | +36.3% | -37.5% | -4.2% |
| YTD | +2.4% | +96.0% | -93.6% | -7.0% |
| 1Y | +23.4% | +94.2% | -70.8% | +12.0% |
| 3Y | +96.7% | +75.3% | +21.4% | +73.3% |
| All | +96.7% | +72.8% | +23.9% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling