-14.2%
BURL vs DAR
+61.9%
-76.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.4% |
| 7D | -1.6% | +11.6% | -13.1% | 0.0% |
| 30D | -7.7% | -10.2% | +2.5% | -9.5% |
| 3M | -31.7% | -14.8% | -16.8% | -33.2% |
| 6M | -15.2% | -10.1% | -5.1% | -16.3% |
| YTD | -15.9% | +55.5% | -71.4% | -15.0% |
| 1Y | -14.2% | +61.7% | -75.9% | -12.1% |
| All | -14.2% | +61.9% | -76.1% | -12.1% |
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