+41.8%
EQNR vs ESTC
+55.7%
-13.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.5% |
| 7D | +5.7% | -13.2% | +18.9% | +5.0% |
| 30D | +11.3% | +9.3% | +1.9% | +11.4% |
| 3M | +21.5% | +37.3% | -15.9% | +22.5% |
| 6M | +41.8% | +61.0% | -19.2% | +46.9% |
| All | +41.8% | +55.7% | -13.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 6mo: compounded portfolio wealth divided by compounded ESTC 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…
6mo analysis · Full analysis span regression · 6 months rolling