+707.6%
DELL vs BURL
+63.9%
+643.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.7% |
| 7D | +14.9% | -2.8% | +17.7% | +15.7% |
| 30D | +13.3% | -28.2% | +41.4% | +25.1% |
| 3M | +24.4% | -17.6% | +42.0% | +30.5% |
| 6M | +258.0% | -11.8% | +269.8% | +266.2% |
| YTD | +320.2% | -8.1% | +328.3% | +323.6% |
| 1Y | +319.1% | -12.0% | +331.0% | +325.0% |
| All | +707.6% | +63.9% | +643.7% | +707.5% |
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