+41.5%
DRAM vs BURL
-24.2%
+65.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.2% |
| 7D | -18.2% | +4.1% | -22.2% | -17.9% |
| 30D | -34.5% | -9.5% | -25.1% | -33.8% |
| 3M | -23.6% | -33.5% | +9.9% | -23.3% |
| 6M | -19.3% | -22.1% | +2.8% | -18.4% |
| All | +41.5% | -24.2% | +65.8% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling