-100.0%
DFNS vs BURL
+33.3%
-133.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.9% | -16.7% | -19.3% |
| 7D | -37.4% | +3.5% | -40.9% | -37.7% |
| 30D | -65.8% | -9.3% | -56.5% | -65.4% |
| 3M | -95.0% | -32.1% | -62.9% | -94.8% |
| 6M | -95.8% | -19.8% | -76.0% | -95.7% |
| YTD | -99.5% | -13.2% | -86.4% | -99.5% |
| 1Y | -99.7% | -7.8% | -91.9% | -99.7% |
| 3Y | -100.0% | +89.3% | -189.3% | -100.0% |
| 5Y | -100.0% | -15.8% | -84.2% | -100.0% |
| All | -100.0% | +33.3% | -133.2% | -100.0% |
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