-65.0%
Z vs EQNR
+94.4%
-159.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -11.6% | +5.7% | -17.3% | -10.1% |
| 30D | -8.5% | +11.3% | -19.7% | -5.6% |
| 3M | -7.9% | +21.5% | -29.4% | -2.5% |
| 6M | -29.1% | +41.8% | -70.9% | -23.1% |
| YTD | -54.2% | +97.3% | -151.5% | -48.6% |
| All | -65.0% | +94.4% | -159.4% | -60.8% |
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