+94.3%
BURL vs DVA
+111.7%
-17.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.8% |
| 7D | +5.9% | -1.6% | +7.4% | +6.1% |
| 30D | -8.3% | 0.0% | -8.3% | -8.3% |
| 3M | -31.6% | -2.4% | -29.2% | -31.5% |
| 6M | -16.6% | -9.8% | -6.9% | -16.2% |
| YTD | -12.1% | +57.8% | -69.9% | -21.0% |
| 1Y | -10.0% | +49.2% | -59.2% | -18.0% |
| 3Y | +94.3% | +116.0% | -21.7% | +77.7% |
| All | +94.3% | +111.7% | -17.4% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling