-12.7%
REPL vs EQNR
+192.3%
-204.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.3% |
| 7D | -13.4% | +5.7% | -19.2% | -14.5% |
| 30D | -3.0% | +11.3% | -14.3% | -5.5% |
| 3M | +56.3% | +21.5% | +34.8% | +49.5% |
| 6M | +60.9% | +41.8% | +19.0% | +45.9% |
| YTD | +36.2% | +97.3% | -61.1% | +13.0% |
| 1Y | +121.0% | +89.9% | +31.1% | +85.1% |
| 3Y | -32.8% | +76.9% | -109.7% | -44.2% |
| 5Y | -58.7% | +189.2% | -247.9% | -74.4% |
| All | -12.7% | +192.3% | -204.9% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling