+319.5%
DRI vs BURL
+232.1%
+87.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +3.9% | +1.7% |
| 7D | +1.1% | -1.6% | +2.6% | +1.6% |
| 30D | +9.7% | -7.7% | +17.4% | +12.9% |
| 3M | +3.2% | -31.7% | +34.8% | +18.3% |
| 6M | +20.6% | -15.2% | +35.7% | +26.2% |
| YTD | +28.3% | -15.9% | +44.2% | +34.1% |
| 1Y | +34.5% | -14.2% | +48.7% | +38.2% |
| 3Y | +66.5% | +93.5% | -27.0% | +11.7% |
| 5Y | +79.6% | -9.9% | +89.5% | +59.6% |
| All | +319.5% | +232.1% | +87.4% | +147.2% |
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