+105.8%
DAL vs BURL
-11.0%
+116.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.8% |
| 7D | +0.1% | -2.8% | +2.9% | +1.1% |
| 30D | -13.9% | -28.2% | +14.2% | -3.0% |
| 3M | +1.1% | -17.6% | +18.7% | +8.1% |
| 6M | +26.2% | -11.8% | +38.0% | +31.0% |
| YTD | +16.4% | -8.1% | +24.6% | +19.0% |
| 1Y | +33.9% | -12.0% | +45.8% | +37.4% |
| 3Y | +93.4% | +63.3% | +30.1% | +55.9% |
| All | +105.8% | -11.0% | +116.8% | +108.3% |
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 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