+130.2%
DPZ vs BURL
+269.3%
-139.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.7% | -2.3% | +4.3% |
| 7D | +10.1% | +10.4% | -0.3% | +8.4% |
| 30D | +14.6% | -4.9% | +19.5% | +15.4% |
| 3M | -6.8% | -29.8% | +23.0% | -1.9% |
| 6M | +4.4% | -16.5% | +20.8% | +6.7% |
| YTD | -16.8% | -10.5% | -6.3% | -16.1% |
| 1Y | -14.5% | -5.3% | -9.1% | -14.8% |
| 3Y | -1.1% | +95.1% | -96.2% | -13.7% |
| 5Y | -28.0% | -12.1% | -15.9% | -31.5% |
| 10Y | +130.2% | +273.2% | -142.9% | +74.7% |
| All | +130.2% | +269.3% | -139.1% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling