-49.6%
ZTS vs EQNR
+85.2%
-134.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -1.9% |
| 30D | +1.9% | +11.5% | -9.5% | +2.1% |
| 3M | -4.0% | +12.9% | -16.9% | -3.8% |
| 6M | -39.1% | +36.0% | -75.1% | -39.1% |
| YTD | -38.8% | +84.1% | -122.9% | -39.0% |
| 1Y | -49.6% | +83.8% | -133.3% | -49.6% |
| All | -49.6% | +85.2% | -134.8% | -49.6% |
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