-10.0%
BURL vs DVA
+47.6%
-57.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.1% |
| 7D | +5.9% | -1.6% | +7.4% | +5.9% |
| 30D | -8.3% | 0.0% | -8.3% | -8.2% |
| 3M | -31.6% | -2.4% | -29.2% | -31.6% |
| 6M | -16.6% | -9.8% | -6.9% | -16.8% |
| YTD | -12.1% | +57.8% | -69.9% | -12.7% |
| 1Y | -10.0% | +49.2% | -59.2% | -9.7% |
| All | -10.0% | +47.6% | -57.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling