+186.7%
BHP vs BURL
+987.9%
-801.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.4% |
| 7D | -4.0% | +3.5% | -7.4% | -4.6% |
| 30D | -9.7% | -9.3% | -0.4% | -8.1% |
| 3M | -10.2% | -32.1% | +21.9% | -3.6% |
| 6M | +1.3% | -19.8% | +21.1% | +4.8% |
| YTD | +35.6% | -13.2% | +48.8% | +37.8% |
| 1Y | +47.5% | -7.8% | +55.3% | +47.5% |
| 3Y | +48.9% | +89.3% | -40.4% | +25.2% |
| 5Y | +118.4% | -15.8% | +134.2% | +108.8% |
| 10Y | +374.5% | +262.2% | +112.3% | +240.8% |
| All | +186.7% | +987.9% | -801.3% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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