+265.7%
ELF vs EQNR
+405.7%
-140.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -11.6% | +6.4% | -18.1% | -12.9% |
| 30D | +4.6% | +10.4% | -5.7% | +2.3% |
| 3M | +59.7% | +23.1% | +36.6% | +51.2% |
| 6M | +21.2% | +36.3% | -15.1% | +10.3% |
| YTD | +27.4% | +96.0% | -68.5% | +4.6% |
| 1Y | -29.8% | +94.2% | -124.0% | -42.5% |
| 3Y | -28.5% | +75.3% | -103.7% | -40.8% |
| 5Y | +220.0% | +187.2% | +32.8% | +108.9% |
| All | +265.7% | +405.7% | -140.0% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling