+65.0%
UBER vs BURL
+49.0%
+16.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +5.1% | +4.1% | +1.0% | +3.5% |
| 30D | +0.2% | -9.5% | +9.7% | +4.0% |
| 3M | -2.7% | -33.5% | +30.8% | +13.1% |
| 6M | -13.4% | -22.1% | +8.7% | -6.4% |
| YTD | -16.1% | -14.6% | -1.5% | -13.2% |
| 1Y | -25.5% | -8.4% | -17.2% | -26.0% |
| 3Y | +42.5% | +86.6% | -44.1% | -2.6% |
| 5Y | +45.3% | -17.2% | +62.5% | +36.6% |
| All | +65.0% | +49.0% | +16.0% | -2.2% |
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