+23.0%
DG vs BURL
+89.8%
-66.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -2.1% |
| 7D | +6.1% | +3.5% | +2.6% | +5.6% |
| 30D | +11.9% | -9.3% | +21.2% | +13.3% |
| 3M | +9.3% | -32.1% | +41.4% | +14.5% |
| 6M | +19.1% | -19.8% | +38.9% | +22.2% |
| YTD | +5.9% | -13.2% | +19.1% | +7.7% |
| 1Y | +39.8% | -7.8% | +47.6% | +40.8% |
| All | +23.0% | +89.8% | -66.7% | +10.8% |
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