+55.7%
ZTS vs EQNR
+416.8%
-361.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -3.7% | +6.4% | -10.2% | -4.8% |
| 30D | -0.8% | +10.4% | -11.1% | -2.5% |
| 3M | -9.7% | +23.1% | -32.8% | -13.2% |
| 6M | -38.4% | +36.3% | -74.7% | -42.3% |
| YTD | -41.1% | +96.0% | -137.1% | -48.7% |
| 1Y | -50.6% | +94.2% | -144.8% | -57.0% |
| 3Y | -59.1% | +75.3% | -134.4% | -64.3% |
| 5Y | -62.7% | +187.2% | -249.9% | -72.1% |
| All | +55.7% | +416.8% | -361.1% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling