-5.3%
BURL vs DAR
+63.3%
-68.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.2% | +7.3% |
| 7D | +10.4% | -5.7% | +16.1% | +9.5% |
| 30D | -4.9% | -16.6% | +11.6% | -7.3% |
| 3M | -29.8% | -13.1% | -16.7% | -31.2% |
| 6M | -16.5% | -18.8% | +2.3% | -18.1% |
| YTD | -10.5% | +45.3% | -55.8% | -12.8% |
| 1Y | -5.3% | +60.6% | -65.9% | -6.7% |
| All | -5.3% | +63.3% | -68.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling