-19.8%
BURL vs DAR
-22.0%
+2.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -3.9% |
| 7D | +3.5% | -8.1% | +11.5% | +1.0% |
| 30D | -9.3% | -17.1% | +7.8% | -13.9% |
| 3M | -32.1% | -12.3% | -19.8% | -34.8% |
| 6M | -19.8% | -21.8% | +2.0% | -27.1% |
| All | -19.8% | -22.0% | +2.2% | -27.1% |
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