+923.3%
DECK vs BURL
+269.3%
+653.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.7% | -1.7% | +2.6% |
| 7D | +10.4% | +10.4% | 0.0% | +5.7% |
| 30D | +11.1% | -4.9% | +16.0% | +13.5% |
| 3M | -10.8% | -29.8% | +19.0% | +3.6% |
| 6M | -8.7% | -16.5% | +7.7% | -2.3% |
| YTD | -14.0% | -10.5% | -3.5% | -10.9% |
| 1Y | +12.0% | -5.3% | +17.3% | +12.1% |
| 3Y | -10.5% | +95.1% | -105.5% | -34.6% |
| 5Y | +28.5% | -12.1% | +40.6% | +24.6% |
| 10Y | +923.3% | +273.2% | +650.1% | +456.3% |
| All | +923.3% | +269.3% | +653.9% | +456.3% |
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