+2,655.3%
DELL vs BURL
+261.4%
+2,393.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +4.2% |
| 7D | -11.8% | +7.7% | -19.5% | -13.8% |
| 30D | -40.8% | -7.1% | -33.7% | -39.8% |
| 3M | -23.6% | -30.3% | +6.7% | -16.1% |
| 6M | +33.4% | -15.5% | +48.9% | +37.8% |
| YTD | +178.0% | -11.0% | +189.0% | +182.0% |
| 1Y | +138.6% | -8.4% | +147.0% | +138.9% |
| 3Y | +400.9% | +96.7% | +304.2% | +299.4% |
| 5Y | +580.7% | -14.1% | +594.8% | +547.1% |
| 10Y | +2,655.3% | +255.1% | +2,400.2% | +1,996.2% |
| All | +2,655.3% | +261.4% | +2,393.9% | +1,996.2% |
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