+119.9%
DG vs BURL
+252.7%
-132.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | +1.1% | +4.1% | -3.0% | +0.4% |
| 30D | +9.5% | -9.5% | +19.0% | +11.6% |
| 3M | +5.5% | -33.5% | +39.0% | +13.6% |
| 6M | +16.1% | -22.1% | +38.2% | +21.1% |
| YTD | +2.7% | -14.6% | +17.2% | +5.0% |
| 1Y | +42.1% | -8.4% | +50.4% | +43.0% |
| 3Y | +19.3% | +86.6% | -67.3% | +0.6% |
| 5Y | -35.3% | -17.2% | -18.2% | -38.2% |
| All | +119.9% | +252.7% | -132.7% | +34.2% |
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