+921.3%
BURL vs EQNR
+294.3%
+626.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.4% |
| 7D | -2.6% | -1.9% | -0.7% | -2.2% |
| 30D | -30.8% | +12.6% | -43.3% | -32.6% |
| 3M | -18.7% | +16.5% | -35.2% | -21.8% |
| 6M | -16.4% | +31.8% | -48.2% | -22.9% |
| YTD | -11.6% | +89.8% | -101.4% | -25.6% |
| 1Y | -12.0% | +87.6% | -99.6% | -25.9% |
| 3Y | +63.6% | +70.1% | -6.5% | +38.3% |
| 5Y | -12.6% | +181.1% | -193.7% | -38.0% |
| 10Y | +206.5% | +370.9% | -164.3% | +77.1% |
| All | +921.3% | +294.3% | +626.9% | +457.6% |
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