+216.9%
BURL vs DAR
+352.7%
-135.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | -2.8% | +1.4% | -4.1% | -3.3% |
| 30D | -28.2% | +12.8% | -40.9% | -31.2% |
| 3M | -17.6% | +7.4% | -25.0% | -20.2% |
| 6M | -11.8% | +22.3% | -34.0% | -18.7% |
| YTD | -8.1% | +81.1% | -89.2% | -26.1% |
| 1Y | -12.0% | +106.5% | -118.4% | -33.0% |
| 3Y | +63.3% | +5.3% | +58.0% | +51.0% |
| 5Y | -10.8% | -11.5% | +0.7% | -15.7% |
| All | +216.9% | +352.7% | -135.8% | +53.3% |
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