+7.4%
DASH vs BURL
-11.0%
+18.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.6% |
| 7D | -10.6% | -2.8% | -7.8% | -9.7% |
| 30D | +2.2% | -28.2% | +30.3% | +14.9% |
| 3M | +32.3% | -17.6% | +49.9% | +41.3% |
| 6M | +19.1% | -11.8% | +30.9% | +23.1% |
| YTD | -6.5% | -8.1% | +1.6% | -5.0% |
| 1Y | -14.9% | -12.0% | -2.9% | -13.2% |
| 3Y | +151.9% | +63.3% | +88.6% | +87.4% |
| All | +7.4% | -11.0% | +18.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling