+82.2%
UBER vs BURL
+60.3%
+22.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.3% |
| 7D | -3.9% | -2.8% | -1.1% | -2.9% |
| 30D | +11.1% | -28.2% | +39.3% | +25.9% |
| 3M | +4.9% | -17.6% | +22.5% | +12.3% |
| 6M | -1.2% | -11.8% | +10.6% | +1.8% |
| YTD | -7.3% | -8.1% | +0.9% | -6.3% |
| 1Y | -17.6% | -12.0% | -5.7% | -16.5% |
| 3Y | +61.1% | +63.3% | -2.2% | +17.9% |
| 5Y | +87.9% | -10.8% | +98.7% | +71.9% |
| All | +82.2% | +60.3% | +22.0% | +5.5% |
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