-10.7%
BURL vs DAR
-11.0%
+0.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -2.8% | +1.4% | -4.1% | -3.2% |
| 30D | -28.2% | +12.8% | -40.9% | -30.5% |
| 3M | -17.6% | +7.4% | -25.0% | -19.6% |
| 6M | -11.8% | +22.3% | -34.0% | -17.3% |
| YTD | -8.1% | +81.1% | -89.2% | -23.0% |
| 1Y | -12.0% | +106.5% | -118.4% | -29.5% |
| 3Y | +63.3% | +5.3% | +58.0% | +55.5% |
| All | -10.7% | -11.0% | +0.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling