+68.7%
DRI vs BURL
+89.8%
-21.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.3% |
| 7D | +3.7% | +3.5% | +0.2% | +3.1% |
| 30D | +13.5% | -9.3% | +22.8% | +15.3% |
| 3M | +10.4% | -32.1% | +42.5% | +17.8% |
| 6M | +19.5% | -19.8% | +39.3% | +23.5% |
| YTD | +28.2% | -13.2% | +41.4% | +30.9% |
| 1Y | +31.0% | -7.8% | +38.8% | +32.0% |
| All | +68.7% | +89.8% | -21.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling