+334.4%
EQNR vs ZCMD
-100.0%
+434.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.4% | -0.5% |
| 7D | +6.4% | -5.4% | +11.8% | +6.6% |
| 30D | +10.4% | -24.8% | +35.1% | +11.0% |
| 3M | +23.1% | -62.8% | +85.9% | +20.4% |
| 6M | +36.3% | -99.5% | +135.8% | +46.8% |
| YTD | +96.0% | -99.8% | +195.7% | +115.9% |
| 1Y | +94.2% | -99.9% | +194.1% | +120.7% |
| 3Y | +75.3% | -100.0% | +175.2% | +117.3% |
| 5Y | +187.2% | -100.0% | +287.2% | +257.1% |
| All | +334.4% | -100.0% | +434.4% | +603.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling