-11.8%
BURL vs DAR
+21.5%
-33.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.5% |
| 7D | -2.8% | +1.4% | -4.1% | -2.5% |
| 30D | -28.2% | +12.8% | -40.9% | -26.6% |
| 3M | -17.6% | +7.4% | -25.0% | -16.5% |
| 6M | -11.8% | +22.3% | -34.0% | -13.1% |
| All | -11.8% | +21.5% | -33.3% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling