+168.1%
DAL vs BURL
+89.8%
+78.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.3% |
| 7D | +4.6% | +3.5% | +1.1% | +3.3% |
| 30D | +2.3% | -9.3% | +11.6% | +5.9% |
| 3M | -8.1% | -32.1% | +24.0% | +5.4% |
| 6M | +21.4% | -19.8% | +41.2% | +30.1% |
| YTD | +24.3% | -13.2% | +37.5% | +29.3% |
| 1Y | +47.4% | -7.8% | +55.2% | +48.8% |
| All | +168.1% | +89.8% | +78.3% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling