-18.9%
SLB vs BURL
+1,021.0%
-1,039.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -3.0% |
| 7D | -4.1% | +10.4% | -14.5% | -6.5% |
| 30D | +2.5% | -4.9% | +7.5% | +3.5% |
| 3M | +2.0% | -29.8% | +31.8% | +10.4% |
| 6M | -6.3% | -16.5% | +10.1% | -3.6% |
| YTD | +36.5% | -10.5% | +47.1% | +37.7% |
| 1Y | +46.2% | -5.3% | +51.5% | +44.7% |
| 3Y | -2.1% | +95.1% | -97.1% | -22.8% |
| 5Y | +73.7% | -12.1% | +85.8% | +62.6% |
| 10Y | -12.3% | +273.2% | -285.5% | -38.8% |
| All | -18.9% | +1,021.0% | -1,039.9% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling