+2,566.3%
DELL vs BURL
+247.8%
+2,318.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.2% | -3.1% |
| 7D | -18.1% | +5.9% | -24.0% | -19.5% |
| 30D | -42.9% | -8.3% | -34.6% | -41.7% |
| 3M | -26.9% | -31.6% | +4.8% | -19.3% |
| 6M | +28.8% | -16.6% | +45.4% | +33.6% |
| YTD | +168.4% | -12.1% | +180.5% | +173.2% |
| 1Y | +136.8% | -10.0% | +146.8% | +138.3% |
| 3Y | +375.3% | +94.3% | +281.1% | +280.4% |
| 5Y | +551.0% | -13.2% | +564.2% | +517.3% |
| 10Y | +2,566.3% | +252.5% | +2,313.8% | +1,937.8% |
| All | +2,566.3% | +247.8% | +2,318.5% | +1,937.8% |
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