-53.6%
Z vs EQNR
+89.2%
-142.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.2% | +15.6% | +7.3% |
| 7D | +10.2% | -10.2% | +20.4% | +6.7% |
| 30D | +23.7% | +1.1% | +22.6% | +24.2% |
| 3M | -6.6% | +10.3% | -16.9% | -3.3% |
| 6M | -23.0% | +5.7% | -28.7% | -20.9% |
| YTD | -50.3% | +87.2% | -137.5% | -43.5% |
| 1Y | -53.6% | +87.4% | -141.0% | -47.0% |
| All | -53.6% | +89.2% | -142.8% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling