-42.6%
ZS vs EQNR
+93.1%
-135.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -3.1% | +6.4% | -9.5% | -3.2% |
| 30D | -7.2% | +10.4% | -17.6% | -7.4% |
| 3M | +30.5% | +23.1% | +7.4% | +29.7% |
| 6M | +7.0% | +36.3% | -29.3% | +8.8% |
| YTD | -26.8% | +96.0% | -122.8% | -21.6% |
| 1Y | -42.6% | +94.2% | -136.8% | -38.6% |
| All | -42.6% | +93.1% | -135.7% | -38.6% |
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