-26.7%
ZTS vs EQNR
+89.2%
-115.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.2% | +13.7% | +7.1% |
| 7D | +15.4% | -10.2% | +25.6% | +14.8% |
| 30D | +25.8% | +1.1% | +24.7% | +25.4% |
| 3M | +18.1% | +10.3% | +7.8% | +17.8% |
| 6M | -19.7% | +5.7% | -25.4% | -20.2% |
| YTD | -27.5% | +87.2% | -114.7% | -28.1% |
| 1Y | -26.7% | +87.4% | -114.1% | -27.1% |
| All | -26.7% | +89.2% | -115.9% | -27.1% |
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 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