-5.6%
DLR vs BURL
-17.9%
+12.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.5% |
| 7D | +2.8% | +10.4% | -7.6% | +1.5% |
| 30D | +2.8% | -4.9% | +7.7% | +3.4% |
| 3M | -4.0% | -29.8% | +25.8% | -0.2% |
| 6M | -5.6% | -16.5% | +10.9% | -4.9% |
| All | -5.6% | -17.9% | +12.3% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling