+64.2%
BURL vs DVA
+79.7%
-15.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | -28.2% | -2.5% | -25.7% | -27.9% |
| 3M | -17.6% | -4.3% | -13.3% | -17.6% |
| 6M | -11.8% | +18.9% | -30.6% | -14.9% |
| YTD | -8.1% | +61.9% | -70.1% | -16.8% |
| 1Y | -12.0% | +35.7% | -47.7% | -17.3% |
| All | +64.2% | +79.7% | -15.6% | +43.1% |
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