+65.4%
DUK vs BURL
+94.4%
-29.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -1.1% | +0.4% | -1.6% | -1.1% |
| 30D | +8.8% | -4.3% | +13.1% | +8.7% |
| 3M | +5.0% | -28.8% | +33.8% | +4.5% |
| 6M | +4.6% | -12.8% | +17.4% | +4.5% |
| YTD | +12.6% | -12.8% | +25.4% | +12.5% |
| 1Y | +7.4% | -12.3% | +19.7% | +7.3% |
| All | +65.4% | +94.4% | -29.0% | +63.0% |
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 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