+10.0%
DLR vs BURL
-10.6%
+20.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +0.3% | +5.9% | -5.5% | -0.5% |
| 30D | +1.2% | -8.3% | +9.5% | +2.4% |
| 3M | -4.8% | -31.6% | +26.8% | -0.1% |
| 6M | -6.1% | -16.6% | +10.5% | -4.7% |
| YTD | +19.3% | -12.1% | +31.4% | +20.4% |
| 1Y | +10.0% | -10.0% | +19.9% | +10.3% |
| All | +10.0% | -10.6% | +20.5% | +10.3% |
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