-22.0%
SLB vs BURL
+987.9%
-1,009.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.0% |
| 7D | -7.7% | +3.5% | -11.2% | -8.6% |
| 30D | -0.7% | -9.3% | +8.6% | +1.4% |
| 3M | 0.0% | -32.1% | +32.1% | +9.1% |
| 6M | -10.4% | -19.8% | +9.4% | -6.8% |
| YTD | +31.5% | -13.2% | +44.6% | +33.6% |
| 1Y | +39.1% | -7.8% | +47.0% | +38.6% |
| 3Y | -5.7% | +89.3% | -95.0% | -25.1% |
| 5Y | +65.4% | -15.8% | +81.2% | +56.7% |
| 10Y | -15.6% | +262.2% | -277.7% | -40.6% |
| All | -22.0% | +987.9% | -1,009.9% | -50.4% |
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