+221.9%
BURL vs DVA
+193.2%
+28.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -1.6% | -8.8% | +7.2% | +0.7% |
| 30D | -7.7% | -3.4% | -4.4% | -7.0% |
| 3M | -31.7% | -2.6% | -29.1% | -31.5% |
| 6M | -15.2% | -11.9% | -3.3% | -13.5% |
| YTD | -15.9% | +53.6% | -69.6% | -28.2% |
| 1Y | -14.2% | +41.9% | -56.1% | -25.0% |
| 3Y | +93.5% | +97.5% | -4.0% | +49.0% |
| 5Y | -9.9% | +65.0% | -74.9% | -30.0% |
| All | +221.9% | +193.2% | +28.7% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling