-5.3%
BURL vs EQNR
+89.2%
-94.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.2% | +13.9% | +6.3% |
| 7D | +10.4% | -10.2% | +20.6% | +8.1% |
| 30D | -4.9% | +1.1% | -6.0% | -4.5% |
| 3M | -29.8% | +10.3% | -40.1% | -28.2% |
| 6M | -16.5% | +5.7% | -22.1% | -14.9% |
| YTD | -10.5% | +87.2% | -97.8% | -13.0% |
| 1Y | -5.3% | +87.4% | -92.7% | -8.4% |
| All | -5.3% | +89.2% | -94.5% | -8.4% |
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