-37.1%
ZS vs EQNR
+86.3%
-123.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -9.1% |
| 7D | -17.7% | -10.6% | -7.1% | -17.1% |
| 30D | -3.9% | -1.1% | -2.9% | -3.6% |
| 3M | +26.1% | +12.6% | +13.5% | +25.8% |
| 6M | +44.2% | +4.9% | +39.3% | +43.9% |
| YTD | -9.4% | +86.1% | -95.4% | -5.1% |
| 1Y | -37.1% | +87.5% | -124.6% | -33.7% |
| All | -37.1% | +86.3% | -123.3% | -33.7% |
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 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