+6.6%
ON vs BURL
-15.9%
+22.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.6% | -10.5% |
| 7D | -16.3% | +3.5% | -19.7% | -17.3% |
| 30D | -27.0% | -9.3% | -17.7% | -24.5% |
| 3M | -18.1% | -32.1% | +14.0% | -6.2% |
| 6M | -38.6% | -19.8% | -18.8% | -34.5% |
| YTD | +16.4% | -13.2% | +29.5% | +20.0% |
| 1Y | +25.8% | -7.8% | +33.7% | +25.5% |
| 3Y | -7.7% | +89.3% | -97.0% | -30.7% |
| 5Y | +6.6% | -15.8% | +22.4% | +5.7% |
| All | +6.6% | -15.9% | +22.4% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling