+143.3%
DELL vs BURL
-4.6%
+147.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.7% | -16.5% | -10.1% |
| 7D | -24.6% | +10.4% | -35.0% | -26.0% |
| 30D | -32.5% | -4.9% | -27.5% | -31.5% |
| 3M | -20.2% | -29.8% | +9.6% | -11.7% |
| 6M | +76.5% | -16.5% | +92.9% | +79.7% |
| YTD | +198.9% | -10.5% | +209.5% | +198.3% |
| 1Y | +143.3% | -5.3% | +148.6% | +139.3% |
| All | +143.3% | -4.6% | +147.9% | +139.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling