-8.6%
DDOG vs BURL
-12.4%
+3.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -1.0% |
| 7D | -16.9% | +7.7% | -24.6% | -19.3% |
| 30D | -38.8% | -7.1% | -31.6% | -37.6% |
| 3M | -23.2% | -30.3% | +7.1% | -14.2% |
| 6M | -10.3% | -15.5% | +5.3% | -7.3% |
| YTD | +32.1% | -11.0% | +43.1% | +31.5% |
| 1Y | -6.1% | -8.4% | +2.3% | -8.6% |
| 3Y | +79.2% | +96.7% | -17.5% | +16.6% |
| 5Y | -8.6% | -14.1% | +5.4% | -13.4% |
| All | -8.6% | -12.4% | +3.7% | -13.4% |
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