+101.5%
DG vs BURL
+244.4%
-143.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +7.7% | -4.3% | +12.0% | +8.7% |
| 3M | +13.1% | -28.8% | +41.9% | +20.3% |
| 6M | +32.0% | -12.8% | +44.8% | +34.8% |
| YTD | +3.3% | -12.8% | +16.1% | +5.3% |
| 1Y | +31.7% | -12.3% | +43.9% | +33.6% |
| 3Y | +21.7% | +92.7% | -71.0% | +2.0% |
| 5Y | -34.7% | -6.5% | -28.2% | -39.1% |
| All | +101.5% | +244.4% | -143.0% | +23.2% |
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