+57.2%
SONY vs BURL
+86.7%
-29.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | +6.7% | +4.1% | +2.6% | +6.0% |
| 30D | +14.8% | -9.5% | +24.3% | +16.3% |
| 3M | +16.9% | -33.5% | +50.4% | +23.7% |
| 6M | +30.2% | -22.1% | +52.3% | +34.3% |
| YTD | +5.5% | -14.6% | +20.0% | +6.9% |
| 1Y | -4.6% | -8.4% | +3.8% | -4.8% |
| 3Y | +57.2% | +86.6% | -29.3% | +49.5% |
| All | +57.2% | +86.7% | -29.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling