+89.6%
BURL vs DAR
+13.0%
+76.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.5% |
| 7D | +3.5% | -8.1% | +11.5% | +4.6% |
| 30D | -9.3% | -17.1% | +7.8% | -7.1% |
| 3M | -32.1% | -12.3% | -19.8% | -31.4% |
| 6M | -19.8% | -21.8% | +2.0% | -17.5% |
| YTD | -13.2% | +40.8% | -54.0% | -21.2% |
| 1Y | -7.8% | +57.4% | -65.2% | -18.6% |
| All | +89.6% | +13.0% | +76.6% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling