+55.1%
BURL vs EQNR
+74.5%
-19.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.2% | -10.6% | -6.3% |
| 7D | -7.0% | +3.8% | -10.7% | -6.9% |
| 30D | -35.6% | +11.4% | -47.0% | -35.6% |
| 3M | -26.3% | +24.8% | -51.1% | -26.5% |
| 6M | -20.7% | +42.3% | -62.9% | -22.9% |
| YTD | -17.2% | +97.9% | -115.0% | -23.3% |
| 1Y | -15.0% | +95.9% | -111.0% | -21.3% |
| All | +55.1% | +74.5% | -19.3% | +40.8% |
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