+75.3%
EQNR vs ZCMD
-100.0%
+175.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.4% | -0.6% |
| 7D | +6.4% | -5.4% | +11.8% | +6.5% |
| 30D | +10.4% | -24.8% | +35.1% | +10.7% |
| 3M | +23.1% | -62.8% | +85.9% | +21.5% |
| 6M | +36.3% | -99.5% | +135.8% | +39.5% |
| YTD | +96.0% | -99.8% | +195.7% | +102.6% |
| 1Y | +94.2% | -99.9% | +194.1% | +103.4% |
| 3Y | +75.3% | -100.0% | +175.2% | +91.2% |
| All | +75.3% | -100.0% | +175.2% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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