+359.5%
DRI vs BURL
+252.7%
+106.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +2.8% | +4.1% | -1.3% | +1.2% |
| 30D | +13.3% | -9.5% | +22.7% | +17.4% |
| 3M | +8.2% | -33.5% | +41.7% | +25.4% |
| 6M | +17.5% | -22.1% | +39.6% | +27.2% |
| YTD | +26.9% | -14.6% | +41.5% | +31.9% |
| 1Y | +31.6% | -8.4% | +39.9% | +31.7% |
| 3Y | +67.0% | +86.6% | -19.6% | +14.0% |
| 5Y | +72.9% | -17.2% | +90.1% | +61.4% |
| All | +359.5% | +252.7% | +106.9% | +168.3% |
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 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