-17.1%
BURL vs EQNR
+188.3%
-205.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -7.9% | +5.7% | -13.7% | -8.3% |
| 30D | -33.7% | +11.3% | -44.9% | -34.2% |
| 3M | -27.2% | +21.5% | -48.7% | -28.5% |
| 6M | -22.1% | +41.8% | -63.9% | -25.6% |
| YTD | -17.6% | +97.3% | -114.9% | -25.3% |
| 1Y | -14.9% | +89.9% | -104.8% | -22.5% |
| 3Y | +52.5% | +76.9% | -24.4% | +38.5% |
| 5Y | -17.1% | +189.2% | -206.3% | -28.4% |
| All | -17.1% | +188.3% | -205.4% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling