+204.9%
DUK vs BURL
+1,051.1%
-846.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.2% |
| 30D | -1.7% | -28.2% | +26.5% | +0.9% |
| 3M | -0.4% | -17.6% | +17.1% | +1.0% |
| 6M | -7.2% | -11.8% | +4.5% | -6.7% |
| YTD | +5.3% | -8.1% | +13.4% | +5.5% |
| 1Y | +3.0% | -12.0% | +14.9% | +3.3% |
| 3Y | +53.1% | +63.3% | -10.2% | +41.8% |
| 5Y | +37.9% | -10.8% | +48.7% | +33.6% |
| 10Y | +124.8% | +215.9% | -91.1% | +93.6% |
| All | +204.9% | +1,051.1% | -846.2% | +164.3% |
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