+160.5%
DLR vs BURL
+215.5%
-55.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | -3.4% | -28.2% | +24.8% | +1.6% |
| 3M | +0.5% | -17.6% | +18.1% | +3.3% |
| 6M | +4.6% | -11.8% | +16.3% | +6.0% |
| YTD | +23.4% | -8.1% | +31.6% | +24.2% |
| 1Y | +19.0% | -12.0% | +31.0% | +20.0% |
| 3Y | +56.5% | +63.3% | -6.8% | +41.0% |
| 5Y | +33.3% | -10.8% | +44.1% | +26.7% |
| All | +160.5% | +215.5% | -55.0% | +104.9% |
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 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