-83.4%
OPEN vs BURL
+19.9%
-103.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -7.9% |
| 7D | -5.8% | +3.5% | -9.3% | -7.2% |
| 30D | -21.1% | -9.3% | -11.9% | -16.2% |
| 3M | -52.4% | -32.1% | -20.3% | -41.2% |
| 6M | -65.8% | -19.8% | -46.0% | -62.2% |
| YTD | -69.3% | -13.2% | -56.1% | -67.6% |
| 1Y | -75.2% | -7.8% | -67.4% | -75.2% |
| 3Y | -14.4% | +89.3% | -103.7% | -42.7% |
| 5Y | -92.0% | -15.8% | -76.2% | -93.1% |
| All | -83.4% | +19.9% | -103.4% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling