+47.3%
DLR vs BURL
+86.7%
-39.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -3.6% | +4.1% | -7.7% | -4.2% |
| 30D | -3.5% | -9.5% | +6.0% | -1.9% |
| 3M | -8.9% | -33.5% | +24.6% | -2.6% |
| 6M | -11.6% | -22.1% | +10.5% | -8.4% |
| YTD | +14.9% | -14.6% | +29.5% | +16.7% |
| 1Y | +6.4% | -8.4% | +14.8% | +6.3% |
| 3Y | +47.3% | +86.6% | -39.3% | +33.9% |
| All | +47.3% | +86.7% | -39.5% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling