+123.0%
DASH vs BURL
+95.5%
+27.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.7% | +0.6% | +6.5% |
| 7D | +17.2% | +10.4% | +6.8% | +14.5% |
| 30D | +3.6% | -4.9% | +8.5% | +4.7% |
| 3M | -1.9% | -29.8% | +27.9% | +6.1% |
| 6M | +15.1% | -16.5% | +31.5% | +19.1% |
| YTD | -12.3% | -10.5% | -1.8% | -10.6% |
| 1Y | -17.2% | -5.3% | -11.9% | -17.2% |
| All | +123.0% | +95.5% | +27.5% | +110.1% |
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