+741.1%
DECK vs BURL
+215.5%
+525.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +0.4% |
| 7D | -2.2% | -2.8% | +0.6% | -1.1% |
| 30D | -13.6% | -28.2% | +14.6% | -0.3% |
| 3M | -21.2% | -17.6% | -3.7% | -14.5% |
| 6M | -21.1% | -11.8% | -9.3% | -17.3% |
| YTD | -17.2% | -8.1% | -9.1% | -14.9% |
| 1Y | -30.7% | -12.0% | -18.8% | -28.4% |
| 3Y | -3.4% | +63.3% | -66.7% | -24.2% |
| 5Y | +25.5% | -10.8% | +36.4% | +21.3% |
| All | +741.1% | +215.5% | +525.7% | +392.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling