+28.6%
DD vs BURL
-13.7%
+42.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +19.4% | -4.3% | +23.8% | +20.3% |
| 3M | +7.6% | -28.8% | +36.4% | +14.5% |
| 6M | +2.9% | -12.8% | +15.7% | +4.3% |
| YTD | +29.9% | -12.8% | +42.7% | +32.8% |
| 1Y | +28.6% | -12.3% | +40.9% | +31.1% |
| All | +28.6% | -13.7% | +42.3% | +31.1% |
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 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