+73.3%
DRI vs BURL
-11.0%
+84.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.1% |
| 7D | +0.6% | -2.8% | +3.4% | +1.2% |
| 30D | +3.8% | -28.2% | +32.0% | +11.8% |
| 3M | +13.0% | -17.6% | +30.6% | +17.8% |
| 6M | +8.3% | -11.8% | +20.1% | +10.7% |
| YTD | +20.6% | -8.1% | +28.8% | +22.2% |
| 1Y | +6.5% | -12.0% | +18.4% | +8.1% |
| 3Y | +53.7% | +63.3% | -9.6% | +30.2% |
| All | +73.3% | -11.0% | +84.2% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling