+733.8%
DRI vs BURL
+1,021.0%
-287.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.7% | -2.6% | +2.5% |
| 7D | +6.5% | +10.4% | -3.9% | +2.9% |
| 30D | +16.4% | -4.9% | +21.3% | +18.3% |
| 3M | +13.6% | -29.8% | +43.4% | +27.4% |
| 6M | +22.0% | -16.5% | +38.5% | +27.9% |
| YTD | +29.3% | -10.5% | +39.8% | +32.0% |
| 1Y | +32.0% | -5.3% | +37.3% | +31.0% |
| 3Y | +68.5% | +95.1% | -26.6% | +19.8% |
| 5Y | +86.3% | -12.1% | +98.4% | +70.1% |
| 10Y | +380.2% | +273.2% | +107.0% | +196.4% |
| All | +733.8% | +1,021.0% | -287.1% | +383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling