+361.4%
DRI vs BURL
+215.5%
+145.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.5% |
| 7D | +0.6% | -2.8% | +3.4% | +1.6% |
| 30D | +3.8% | -28.2% | +32.0% | +17.5% |
| 3M | +13.0% | -17.6% | +30.6% | +21.0% |
| 6M | +8.3% | -11.8% | +20.1% | +12.0% |
| YTD | +20.6% | -8.1% | +28.8% | +22.6% |
| 1Y | +6.5% | -12.0% | +18.4% | +8.5% |
| 3Y | +53.7% | +63.3% | -9.6% | +12.2% |
| 5Y | +72.7% | -10.8% | +83.5% | +56.9% |
| All | +361.4% | +215.5% | +145.9% | +165.4% |
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 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