+423.9%
DLR vs BURL
+987.9%
-564.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -5.1% |
| 7D | -4.5% | +3.5% | -8.0% | -5.0% |
| 30D | -5.4% | -9.3% | +3.9% | -4.2% |
| 3M | -9.8% | -32.1% | +22.3% | -5.0% |
| 6M | -10.0% | -19.8% | +9.8% | -7.7% |
| YTD | +15.2% | -13.2% | +28.4% | +16.6% |
| 1Y | +7.9% | -7.8% | +15.7% | +8.0% |
| 3Y | +43.8% | +89.3% | -45.5% | +28.5% |
| 5Y | +33.2% | -15.8% | +49.0% | +28.0% |
| 10Y | +170.3% | +262.2% | -91.9% | +116.7% |
| All | +423.9% | +987.9% | -564.0% | +289.3% |
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 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