-6.0%
DECK vs BURL
+64.3%
-70.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.0% |
| 7D | -2.3% | -2.6% | +0.2% | -1.1% |
| 30D | -15.2% | -30.8% | +15.5% | +0.6% |
| 3M | -24.7% | -18.7% | -6.1% | -17.2% |
| 6M | -20.8% | -16.4% | -4.3% | -14.3% |
| YTD | -20.3% | -11.6% | -8.8% | -16.4% |
| 1Y | -29.5% | -12.0% | -17.5% | -26.8% |
| 3Y | -6.0% | +63.6% | -69.6% | -10.0% |
| All | -6.0% | +64.3% | -70.3% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling