+153.0%
DASH vs BURL
+63.9%
+89.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.3% |
| 7D | -10.6% | -2.8% | -7.8% | -10.0% |
| 30D | +2.2% | -28.2% | +30.3% | +11.2% |
| 3M | +32.3% | -17.6% | +49.9% | +38.8% |
| 6M | +19.1% | -11.8% | +30.9% | +22.2% |
| YTD | -6.5% | -8.1% | +1.6% | -5.1% |
| 1Y | -14.9% | -12.0% | -2.9% | -13.2% |
| All | +153.0% | +63.9% | +89.1% | +96.5% |
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