+65.5%
UBER vs BURL
+51.5%
+14.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -0.4% |
| 7D | +4.6% | +3.5% | +1.2% | +3.2% |
| 30D | -0.4% | -9.3% | +8.8% | +3.3% |
| 3M | +0.9% | -32.1% | +33.0% | +16.3% |
| 6M | -5.7% | -19.8% | +14.1% | +0.8% |
| YTD | -15.8% | -13.2% | -2.6% | -13.5% |
| 1Y | -25.8% | -7.8% | -18.0% | -26.4% |
| 3Y | +44.0% | +89.3% | -45.3% | -2.1% |
| 5Y | +45.8% | -15.8% | +61.6% | +36.1% |
| All | +65.5% | +51.5% | +14.0% | -2.5% |
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 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