-39.6%
ZBRA vs EQNR
+183.4%
-223.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -3.4% | +6.4% | -9.8% | -4.0% |
| 30D | -7.4% | +10.4% | -17.8% | -8.3% |
| 3M | +57.5% | +23.1% | +34.4% | +53.7% |
| 6M | +64.0% | +36.3% | +27.7% | +56.2% |
| YTD | +44.3% | +96.0% | -51.7% | +28.3% |
| 1Y | +10.9% | +94.2% | -83.3% | -1.4% |
| 3Y | +37.5% | +75.3% | -37.7% | +23.1% |
| All | -39.6% | +183.4% | -223.0% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling