+11.7%
DG vs BURL
+63.9%
-52.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +8.4% | -2.8% | +11.2% | +8.8% |
| 30D | +4.9% | -28.2% | +33.1% | +9.6% |
| 3M | +29.3% | -17.6% | +46.9% | +32.7% |
| 6M | -11.3% | -11.8% | +0.5% | -9.9% |
| YTD | +1.8% | -8.1% | +9.9% | +2.8% |
| 1Y | +25.3% | -12.0% | +37.3% | +26.3% |
| All | +11.7% | +63.9% | -52.2% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling