-99.7%
DFNS vs BURL
-7.8%
-91.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.6% | -10.6% | -11.5% |
| 7D | -44.0% | +4.1% | -48.1% | -45.2% |
| 30D | -69.1% | -9.5% | -59.7% | -67.5% |
| 3M | -95.6% | -33.5% | -62.1% | -94.6% |
| 6M | -96.2% | -22.1% | -74.1% | -95.3% |
| YTD | -99.6% | -14.6% | -85.0% | -99.5% |
| 1Y | -99.7% | -8.4% | -91.4% | -99.6% |
| All | -99.7% | -7.8% | -91.9% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling