+111.1%
DG vs BURL
+254.9%
-143.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +8.6% | -4.4% | +13.0% | +9.6% |
| 3M | +15.0% | -28.6% | +43.6% | +22.3% |
| 6M | +32.7% | -12.3% | +45.0% | +35.3% |
| YTD | +5.5% | -11.3% | +16.8% | +7.1% |
| 1Y | +34.6% | -10.4% | +45.0% | +36.0% |
| 3Y | +24.2% | +96.1% | -71.8% | +3.8% |
| 5Y | -32.3% | -5.0% | -27.2% | -37.0% |
| 10Y | +111.1% | +251.8% | -140.7% | +26.9% |
| All | +111.1% | +254.9% | -143.8% | +26.9% |
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