+49.6%
ON vs BURL
-13.7%
+63.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +17.0% | +0.4% | +16.6% | +16.9% |
| 30D | -3.9% | -4.3% | +0.5% | -2.9% |
| 3M | -11.5% | -28.8% | +17.3% | -4.6% |
| 6M | -29.2% | -12.8% | -16.4% | -27.5% |
| YTD | +36.2% | -12.8% | +49.0% | +41.1% |
| 1Y | +49.6% | -12.3% | +61.9% | +55.2% |
| All | +49.6% | -13.7% | +63.3% | +55.2% |
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