+126.2%
DAL vs BURL
-10.9%
+137.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.7% | -0.5% | +4.3% |
| 7D | +11.1% | +10.4% | +0.7% | +7.2% |
| 30D | +7.7% | -4.9% | +12.7% | +9.6% |
| 3M | -3.5% | -29.8% | +26.2% | +9.1% |
| 6M | +31.3% | -16.5% | +47.8% | +38.6% |
| YTD | +30.0% | -10.5% | +40.5% | +33.6% |
| 1Y | +62.1% | -5.3% | +67.4% | +61.9% |
| 3Y | +176.6% | +95.1% | +81.6% | +109.7% |
| 5Y | +126.2% | -12.1% | +138.3% | +122.8% |
| All | +126.2% | -10.9% | +137.1% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling