+90.5%
EQNR vs ZYBT
-58.9%
+149.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | +6.4% | -3.7% | +10.2% | +6.4% |
| 30D | +10.4% | 0.0% | +10.4% | +10.4% |
| 3M | +23.1% | +72.2% | -49.1% | +23.3% |
| 6M | +36.3% | +103.1% | -66.9% | +35.9% |
| YTD | +96.0% | +34.8% | +61.2% | +96.2% |
| 1Y | +94.2% | -83.2% | +177.4% | +99.5% |
| All | +90.5% | -58.9% | +149.4% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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