+919.7%
DE vs BURL
+987.9%
-68.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.3% |
| 7D | +0.5% | +3.5% | -3.0% | -0.3% |
| 30D | -2.9% | -9.3% | +6.4% | -0.9% |
| 3M | +8.6% | -32.1% | +40.7% | +17.7% |
| 6M | +15.8% | -19.8% | +35.6% | +20.1% |
| YTD | +43.6% | -13.2% | +56.8% | +45.7% |
| 1Y | +41.6% | -7.8% | +49.5% | +40.8% |
| 3Y | +80.7% | +89.3% | -8.7% | +46.2% |
| 5Y | +99.3% | -15.8% | +115.1% | +88.0% |
| 10Y | +777.0% | +262.2% | +514.8% | +526.7% |
| All | +919.7% | +987.9% | -68.3% | +586.4% |
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