+388.0%
DELL vs BURL
+87.4%
+300.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.6% | -6.1% |
| 7D | +4.9% | -1.6% | +6.5% | +5.5% |
| 30D | -32.1% | -7.7% | -24.3% | -30.6% |
| 3M | -30.2% | -31.7% | +1.4% | -22.0% |
| 6M | +41.7% | -15.2% | +56.9% | +46.1% |
| YTD | +176.6% | -15.9% | +192.5% | +184.7% |
| 1Y | +159.9% | -14.2% | +174.1% | +164.3% |
| 3Y | +388.0% | +93.5% | +294.5% | +371.7% |
| All | +388.0% | +87.4% | +300.5% | +371.7% |
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