+329.2%
DAL vs BURL
+1,021.0%
-691.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.7% | -0.5% | +4.4% |
| 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% | +8.9% |
| 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% | +107.2% |
| 5Y | +126.2% | -12.1% | +138.3% | +113.2% |
| 10Y | +135.1% | +273.2% | -138.1% | +60.0% |
| All | +329.2% | +1,021.0% | -691.8% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling