-38.6%
ZS vs EQNR
+183.4%
-221.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -3.1% | +6.4% | -9.5% | -3.9% |
| 30D | -7.2% | +10.4% | -17.6% | -8.5% |
| 3M | +30.5% | +23.1% | +7.4% | +26.3% |
| 6M | +7.0% | +36.3% | -29.3% | +2.0% |
| YTD | -26.8% | +96.0% | -122.8% | -34.2% |
| 1Y | -42.6% | +94.2% | -136.8% | -48.4% |
| 3Y | -0.3% | +75.3% | -75.6% | -9.9% |
| All | -38.6% | +183.4% | -221.9% | -44.1% |
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 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