+181.8%
O vs BURL
+987.9%
-806.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.0% |
| 7D | +4.5% | +3.5% | +1.0% | +3.8% |
| 30D | +10.2% | -9.3% | +19.5% | +12.1% |
| 3M | -3.8% | -32.1% | +28.3% | +3.1% |
| 6M | -3.8% | -19.8% | +16.0% | -0.6% |
| YTD | +10.3% | -13.2% | +23.5% | +11.8% |
| 1Y | +11.9% | -7.8% | +19.7% | +11.6% |
| 3Y | +38.1% | +89.3% | -51.2% | +13.3% |
| 5Y | +11.1% | -15.8% | +26.9% | +5.3% |
| 10Y | +72.7% | +262.2% | -189.4% | +23.3% |
| All | +181.8% | +987.9% | -806.1% | +96.2% |
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