+7.8%
DUK vs BURL
-9.1%
+16.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +9.4% | -4.4% | +13.8% | +9.3% |
| 3M | +5.4% | -28.6% | +34.0% | +5.1% |
| 6M | +4.9% | -12.3% | +17.2% | +4.9% |
| YTD | +12.7% | -11.3% | +24.0% | +12.4% |
| 1Y | +7.8% | -10.4% | +18.2% | +7.2% |
| All | +7.8% | -9.1% | +16.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling