+224.1%
DUK vs BURL
+970.5%
-746.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | +4.1% | -3.8% | 0.0% |
| 30D | +10.6% | -9.5% | +20.1% | +11.5% |
| 3M | +4.0% | -33.5% | +37.6% | +7.3% |
| 6M | +3.6% | -22.1% | +25.7% | +5.3% |
| YTD | +11.9% | -14.6% | +26.4% | +12.6% |
| 1Y | +6.7% | -8.4% | +15.0% | +6.6% |
| 3Y | +59.4% | +86.6% | -27.1% | +45.4% |
| 5Y | +52.4% | -17.2% | +69.5% | +48.5% |
| 10Y | +148.2% | +256.4% | -108.2% | +112.8% |
| All | +224.1% | +970.5% | -746.5% | +182.2% |
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 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