-34.7%
REPL vs EQNR
+72.8%
-107.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.5% |
| 7D | -14.1% | +6.4% | -20.5% | -13.7% |
| 30D | -15.2% | +10.4% | -25.6% | -14.6% |
| 3M | +49.9% | +23.1% | +26.8% | +53.1% |
| 6M | +63.5% | +36.3% | +27.3% | +69.6% |
| YTD | +32.9% | +96.0% | -63.0% | +41.3% |
| 1Y | +115.0% | +94.2% | +20.8% | +128.1% |
| 3Y | -34.7% | +75.3% | -110.0% | -31.5% |
| All | -34.7% | +72.8% | -107.5% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling