+221.9%
BURL vs EQNR
+380.1%
-158.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -1.6% | +2.3% | -3.9% | -2.1% |
| 30D | -7.7% | -5.2% | -2.6% | -7.1% |
| 3M | -31.7% | +7.0% | -38.6% | -33.4% |
| 6M | -15.2% | +14.4% | -29.6% | -19.5% |
| YTD | -15.9% | +87.9% | -103.8% | -32.0% |
| 1Y | -14.2% | +84.8% | -99.0% | -30.3% |
| 3Y | +93.5% | +62.7% | +30.9% | +59.3% |
| 5Y | -9.9% | +144.0% | -153.9% | -39.2% |
| All | +221.9% | +380.1% | -158.2% | +70.0% |
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