+35.4%
DD vs BURL
-4.6%
+40.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -3.1% |
| 7D | +8.7% | +10.4% | -1.7% | +6.8% |
| 30D | +15.3% | -4.9% | +20.3% | +16.4% |
| 3M | +5.9% | -29.8% | +35.7% | +13.1% |
| 6M | +11.6% | -16.5% | +28.0% | +14.5% |
| YTD | +26.5% | -10.5% | +37.1% | +28.8% |
| 1Y | +35.4% | -5.3% | +40.7% | +36.6% |
| All | +35.4% | -4.6% | +40.0% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling