-37.1%
Z vs EQNR
+74.5%
-111.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.7% |
| 7D | -7.1% | +3.8% | -10.8% | -7.0% |
| 30D | -4.8% | +11.4% | -16.2% | -4.9% |
| 3M | -9.3% | +24.8% | -34.2% | -9.9% |
| 6M | -29.0% | +42.3% | -71.2% | -31.6% |
| YTD | -52.9% | +97.9% | -150.7% | -57.7% |
| 1Y | -63.1% | +95.9% | -159.1% | -66.9% |
| All | -37.1% | +74.5% | -111.6% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling