-28.5%
ELF vs EQNR
+72.8%
-101.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -11.6% | +6.4% | -18.1% | -11.9% |
| 30D | +4.6% | +10.4% | -5.7% | +4.1% |
| 3M | +59.7% | +23.1% | +36.6% | +57.3% |
| 6M | +21.2% | +36.3% | -15.1% | +15.4% |
| YTD | +27.4% | +96.0% | -68.5% | +10.4% |
| 1Y | -29.8% | +94.2% | -124.0% | -39.3% |
| 3Y | -28.5% | +75.3% | -103.7% | -40.0% |
| All | -28.5% | +72.8% | -101.3% | -40.0% |
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