-13.6%
SKDD vs BURL
-22.0%
+8.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.7% | +2.7% | +2.2% |
| 7D | +28.7% | +10.4% | +18.3% | +15.4% |
| 30D | +54.1% | -4.9% | +59.0% | +61.7% |
| 3M | -22.7% | -29.8% | +7.0% | +98.3% |
| All | -13.6% | -22.0% | +8.4% | +63.5% |
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 · Available span rolling