+17.1%
DLR vs BURL
-15.0%
+32.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.3% |
| 7D | +3.3% | -1.6% | +4.9% | +3.6% |
| 30D | +4.6% | -7.7% | +12.3% | +5.7% |
| 3M | -8.3% | -31.7% | +23.4% | -3.8% |
| 6M | -5.6% | -15.2% | +9.5% | -4.4% |
| YTD | +18.7% | -15.9% | +34.6% | +20.7% |
| 1Y | +17.1% | -14.2% | +31.3% | +18.5% |
| All | +17.1% | -15.0% | +32.1% | +18.5% |
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