-4.3%
DASH vs BURL
-10.9%
+6.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.7% | +0.6% | +5.5% |
| 7D | +17.2% | +10.4% | +6.8% | +13.1% |
| 30D | +3.6% | -4.9% | +8.5% | +5.6% |
| 3M | -1.9% | -29.8% | +27.9% | +10.9% |
| 6M | +15.1% | -16.5% | +31.5% | +21.3% |
| YTD | -12.3% | -10.5% | -1.8% | -10.2% |
| 1Y | -17.2% | -5.3% | -11.9% | -18.0% |
| 3Y | +114.7% | +95.1% | +19.7% | +46.4% |
| 5Y | -4.3% | -12.1% | +7.8% | -25.5% |
| All | -4.3% | -10.9% | +6.7% | -25.5% |
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 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