+2,794.9%
DELL vs BURL
+233.2%
+2,561.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -2.9% | -11.9% | -14.1% |
| 7D | -33.4% | +3.5% | -36.8% | -34.1% |
| 30D | -44.7% | -9.3% | -35.4% | -43.4% |
| 3M | -31.4% | -32.1% | +0.7% | -24.2% |
| 6M | +46.9% | -19.8% | +66.8% | +54.1% |
| YTD | +154.4% | -13.2% | +167.6% | +159.8% |
| 1Y | +110.1% | -7.8% | +118.0% | +109.9% |
| 3Y | +376.4% | +89.3% | +287.0% | +284.3% |
| 5Y | +519.8% | -15.8% | +535.7% | +492.5% |
| 10Y | +2,460.3% | +262.2% | +2,198.1% | +1,800.7% |
| All | +2,794.9% | +233.2% | +2,561.7% | +2,089.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling