+364.2%
DRI vs BURL
+258.4%
+105.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.3% |
| 7D | +3.7% | +3.5% | +0.2% | +2.3% |
| 30D | +13.5% | -9.3% | +22.8% | +17.6% |
| 3M | +10.4% | -32.1% | +42.5% | +26.9% |
| 6M | +19.5% | -19.8% | +39.3% | +27.9% |
| YTD | +28.2% | -13.2% | +41.4% | +32.5% |
| 1Y | +31.0% | -7.8% | +38.8% | +30.9% |
| 3Y | +67.1% | +89.3% | -22.2% | +13.4% |
| 5Y | +74.7% | -15.8% | +90.5% | +62.1% |
| All | +364.2% | +258.4% | +105.8% | +169.4% |
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