+960.9%
BURL vs DVA
+220.5%
+740.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | -2.8% | +1.8% | -4.6% | -3.2% |
| 30D | -28.2% | -2.5% | -25.7% | -27.7% |
| 3M | -17.6% | -4.3% | -13.3% | -17.4% |
| 6M | -11.8% | +18.9% | -30.6% | -17.6% |
| YTD | -8.1% | +61.9% | -70.1% | -22.7% |
| 1Y | -12.0% | +35.7% | -47.7% | -22.0% |
| 3Y | +63.3% | +78.6% | -15.3% | +28.5% |
| 5Y | -10.8% | +39.2% | -50.0% | -26.4% |
| 10Y | +215.9% | +184.0% | +31.9% | +97.7% |
| All | +960.9% | +220.5% | +740.4% | +590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling