+246.2%
BURL vs DAR
+272.5%
-26.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.0% |
| 7D | +3.5% | -8.1% | +11.5% | +6.1% |
| 30D | -9.3% | -17.1% | +7.8% | -4.2% |
| 3M | -32.1% | -12.3% | -19.8% | -30.2% |
| 6M | -19.8% | -21.8% | +2.0% | -14.9% |
| YTD | -13.2% | +40.8% | -54.0% | -25.0% |
| 1Y | -7.8% | +57.4% | -65.2% | -23.7% |
| 3Y | +89.3% | +12.1% | +77.2% | +67.3% |
| 5Y | -15.8% | -40.2% | +24.4% | -9.3% |
| All | +246.2% | +272.5% | -26.3% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling