+963.6%
DE vs BURL
+1,051.1%
-87.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | +10.0% | -2.8% | +12.8% | +10.6% |
| 30D | +13.3% | -28.2% | +41.5% | +21.6% |
| 3M | +17.5% | -17.6% | +35.1% | +22.0% |
| 6M | +13.6% | -11.8% | +25.3% | +15.3% |
| YTD | +49.8% | -8.1% | +57.9% | +50.6% |
| 1Y | +47.9% | -12.0% | +59.8% | +48.9% |
| 3Y | +72.5% | +63.3% | +9.2% | +45.1% |
| 5Y | +90.2% | -10.8% | +101.0% | +77.6% |
| 10Y | +865.4% | +215.9% | +649.5% | +597.7% |
| All | +963.6% | +1,051.1% | -87.5% | +609.6% |
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 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