+960.9%
BURL vs DAR
+212.4%
+748.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | -2.8% | +1.4% | -4.1% | -3.3% |
| 30D | -28.2% | +12.8% | -40.9% | -30.9% |
| 3M | -17.6% | +7.4% | -25.0% | -19.9% |
| 6M | -11.8% | +22.3% | -34.0% | -18.1% |
| YTD | -8.1% | +81.1% | -89.2% | -24.5% |
| 1Y | -12.0% | +106.5% | -118.4% | -31.2% |
| 3Y | +63.3% | +5.3% | +58.0% | +51.6% |
| 5Y | -10.8% | -11.5% | +0.7% | -15.3% |
| 10Y | +215.9% | +353.3% | -137.4% | +76.8% |
| All | +960.9% | +212.4% | +748.5% | +542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling