+377.0%
DELL vs BURL
+86.7%
+290.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | -22.6% | +4.1% | -26.6% | -23.6% |
| 30D | -43.2% | -9.5% | -33.7% | -41.7% |
| 3M | -24.8% | -33.5% | +8.7% | -15.3% |
| 6M | +38.0% | -22.1% | +60.1% | +46.1% |
| YTD | +163.7% | -14.6% | +178.3% | +169.8% |
| 1Y | +122.5% | -8.4% | +130.9% | +121.1% |
| 3Y | +377.0% | +86.6% | +290.4% | +360.4% |
| All | +377.0% | +86.7% | +290.2% | +360.4% |
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