+1,594.7%
BRO vs EQNR
+2,025.8%
-431.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -7.3% | +6.4% | -13.8% | -8.5% |
| 30D | -6.9% | +10.4% | -17.2% | -8.7% |
| 3M | +10.7% | +23.1% | -12.4% | +5.8% |
| 6M | -2.7% | +36.3% | -39.0% | -9.4% |
| YTD | -16.3% | +96.0% | -112.3% | -27.7% |
| 1Y | -29.1% | +94.2% | -123.3% | -38.7% |
| 3Y | -7.8% | +75.3% | -83.1% | -20.4% |
| 5Y | +18.7% | +187.2% | -168.5% | -10.5% |
| 10Y | +291.9% | +415.5% | -123.6% | +147.3% |
| All | +1,594.7% | +2,025.8% | -431.1% | +743.7% |
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