+54.1%
ZM vs EQNR
+212.2%
-158.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -5.7% | +6.4% | -12.1% | -5.4% |
| 30D | -9.1% | +10.4% | -19.5% | -8.7% |
| 3M | +3.5% | +23.1% | -19.6% | +4.6% |
| 6M | +25.7% | +36.3% | -10.6% | +27.7% |
| YTD | +10.8% | +96.0% | -85.2% | +14.5% |
| 1Y | +12.8% | +94.2% | -81.5% | +16.6% |
| 3Y | +33.1% | +75.3% | -42.1% | +37.1% |
| 5Y | -68.3% | +187.2% | -255.5% | -64.3% |
| All | +54.1% | +212.2% | -158.1% | +205.2% |
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