+454.6%
DLR vs BURL
+1,021.0%
-566.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.5% |
| 7D | +2.8% | +10.4% | -7.6% | +1.4% |
| 30D | +2.8% | -4.9% | +7.7% | +3.4% |
| 3M | -4.0% | -29.8% | +25.8% | +0.6% |
| 6M | -5.6% | -16.5% | +10.9% | -3.7% |
| YTD | +21.9% | -10.5% | +32.5% | +22.9% |
| 1Y | +13.0% | -5.3% | +18.3% | +12.7% |
| 3Y | +52.2% | +95.1% | -42.8% | +35.4% |
| 5Y | +40.3% | -12.1% | +52.4% | +34.1% |
| 10Y | +186.1% | +273.2% | -87.1% | +128.4% |
| All | +454.6% | +1,021.0% | -566.4% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling