+239.5%
ZETA vs EQNR
+188.9%
+50.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -3.7% | +6.4% | -10.2% | -4.2% |
| 30D | +5.7% | +10.4% | -4.6% | +4.8% |
| 3M | +50.4% | +23.1% | +27.4% | +47.2% |
| 6M | +65.5% | +36.3% | +29.2% | +58.5% |
| YTD | +48.3% | +96.0% | -47.7% | +33.9% |
| 1Y | +45.4% | +94.2% | -48.8% | +31.3% |
| 3Y | +270.8% | +75.3% | +195.5% | +235.8% |
| 5Y | +336.1% | +187.2% | +148.9% | +203.5% |
| All | +239.5% | +188.9% | +50.5% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling