+177.5%
DLR vs BURL
+261.4%
-83.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.7% |
| 7D | +2.4% | +7.7% | -5.3% | +1.2% |
| 30D | +0.7% | -7.1% | +7.9% | +1.8% |
| 3M | -6.4% | -30.3% | +23.9% | -1.4% |
| 6M | -6.5% | -15.5% | +9.0% | -4.7% |
| YTD | +18.8% | -11.0% | +29.8% | +19.9% |
| 1Y | +9.0% | -8.4% | +17.5% | +9.3% |
| 3Y | +54.5% | +96.7% | -42.2% | +35.6% |
| 5Y | +35.8% | -14.1% | +49.9% | +29.7% |
| 10Y | +177.5% | +255.1% | -77.6% | +121.4% |
| All | +177.5% | +261.4% | -83.9% | +121.4% |
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