+118.1%
DAL vs BURL
+258.4%
-140.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.1% |
| 7D | +4.6% | +3.5% | +1.1% | +3.2% |
| 30D | +2.3% | -9.3% | +11.6% | +6.4% |
| 3M | -8.1% | -32.1% | +24.0% | +6.9% |
| 6M | +21.4% | -19.8% | +41.2% | +31.2% |
| YTD | +24.3% | -13.2% | +37.5% | +29.7% |
| 1Y | +47.4% | -7.8% | +55.2% | +48.5% |
| 3Y | +164.6% | +89.3% | +75.3% | +90.4% |
| 5Y | +100.2% | -15.8% | +116.0% | +91.7% |
| All | +118.1% | +258.4% | -140.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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