+19.0%
DLR vs BURL
-9.5%
+28.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +1.6% | -2.8% | +4.4% | +1.9% |
| 30D | -3.4% | -28.2% | +24.8% | +0.6% |
| 3M | +0.5% | -17.6% | +18.1% | +2.7% |
| 6M | +4.6% | -11.8% | +16.3% | +6.0% |
| YTD | +23.4% | -8.1% | +31.6% | +24.4% |
| 1Y | +19.0% | -12.0% | +31.0% | +17.7% |
| All | +19.0% | -9.5% | +28.6% | +17.7% |
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 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