+461.3%
DLR vs BURL
+1,051.1%
-589.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | -3.4% | -28.2% | +24.8% | +1.2% |
| 3M | +0.5% | -17.6% | +18.1% | +3.1% |
| 6M | +4.6% | -11.8% | +16.3% | +5.9% |
| YTD | +23.4% | -8.1% | +31.6% | +24.1% |
| 1Y | +19.0% | -12.0% | +31.0% | +20.0% |
| 3Y | +56.5% | +63.3% | -6.8% | +42.6% |
| 5Y | +33.3% | -10.8% | +44.1% | +27.2% |
| 10Y | +165.1% | +215.9% | -50.8% | +114.6% |
| All | +461.3% | +1,051.1% | -589.9% | +314.4% |
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