+663.8%
DECK vs BURL
+1,051.1%
-387.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +0.5% |
| 7D | -2.2% | -2.8% | +0.6% | -1.1% |
| 30D | -13.6% | -28.2% | +14.6% | -1.0% |
| 3M | -21.2% | -17.6% | -3.7% | -14.8% |
| 6M | -21.1% | -11.8% | -9.3% | -17.5% |
| YTD | -17.2% | -8.1% | -9.1% | -15.0% |
| 1Y | -30.7% | -12.0% | -18.8% | -28.5% |
| 3Y | -3.4% | +63.3% | -66.7% | -23.1% |
| 5Y | +25.5% | -10.8% | +36.4% | +20.7% |
| 10Y | +714.7% | +215.9% | +498.7% | +364.2% |
| All | +663.8% | +1,051.1% | -387.3% | +227.0% |
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 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