+376.8%
DDOG vs BURL
+23.9%
+352.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.0% |
| 7D | -23.9% | +4.1% | -28.0% | -25.1% |
| 30D | -34.0% | -9.5% | -24.6% | -32.4% |
| 3M | -21.9% | -33.5% | +11.6% | -12.6% |
| 6M | +24.6% | -22.1% | +46.7% | +31.2% |
| YTD | +31.7% | -14.6% | +46.2% | +33.1% |
| 1Y | -6.2% | -8.4% | +2.2% | -8.3% |
| 3Y | +125.1% | +86.6% | +38.5% | +63.9% |
| 5Y | -3.5% | -17.2% | +13.7% | -12.9% |
| All | +376.8% | +23.9% | +352.9% | +278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling