-99.9%
DFNS vs BURL
-11.0%
-88.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | -16.0% | -2.8% | -13.2% | -15.7% |
| 30D | -77.7% | -28.2% | -49.5% | -76.8% |
| 3M | -77.2% | -17.6% | -59.6% | -76.3% |
| 6M | -95.2% | -11.8% | -83.4% | -95.0% |
| YTD | -98.0% | -8.1% | -89.8% | -97.9% |
| 1Y | -98.3% | -12.0% | -86.3% | -98.2% |
| 3Y | -99.9% | +63.3% | -163.2% | -99.9% |
| All | -99.9% | -11.0% | -88.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling