-92.0%
OPEN vs BURL
-15.9%
-76.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -7.7% |
| 7D | -5.8% | +3.5% | -9.3% | -7.4% |
| 30D | -21.1% | -9.3% | -11.9% | -15.5% |
| 3M | -52.4% | -32.1% | -20.3% | -39.4% |
| 6M | -65.8% | -19.8% | -46.0% | -61.8% |
| YTD | -69.3% | -13.2% | -56.1% | -67.6% |
| 1Y | -75.2% | -7.8% | -67.4% | -75.4% |
| 3Y | -14.4% | +89.3% | -103.7% | -48.9% |
| 5Y | -92.0% | -15.8% | -76.2% | -93.7% |
| All | -92.0% | -15.9% | -76.1% | -93.7% |
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