+933.1%
BURL vs DAR
+150.6%
+782.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.2% | +8.4% |
| 7D | +10.4% | -5.7% | +16.1% | +12.1% |
| 30D | -4.9% | -16.6% | +11.6% | -0.3% |
| 3M | -29.8% | -13.1% | -16.7% | -27.7% |
| 6M | -16.5% | -18.8% | +2.3% | -12.7% |
| YTD | -10.5% | +45.3% | -55.8% | -22.2% |
| 1Y | -5.3% | +60.6% | -65.9% | -20.5% |
| 3Y | +95.1% | +15.7% | +79.4% | +73.2% |
| 5Y | -12.1% | -37.6% | +25.5% | -7.7% |
| 10Y | +273.2% | +292.1% | -18.9% | +118.5% |
| All | +933.1% | +150.6% | +782.5% | +561.9% |
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