-32.3%
DG vs BURL
-12.4%
-19.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.4% |
| 7D | +0.7% | +7.7% | -7.0% | -0.6% |
| 30D | +7.4% | -7.1% | +14.6% | +8.8% |
| 3M | +8.5% | -30.3% | +38.8% | +15.1% |
| 6M | +21.9% | -15.5% | +37.4% | +24.9% |
| YTD | +4.9% | -11.0% | +15.9% | +6.4% |
| 1Y | +40.4% | -8.4% | +48.8% | +41.3% |
| 3Y | +23.5% | +96.7% | -73.2% | +4.3% |
| 5Y | -32.3% | -14.1% | -18.2% | -41.3% |
| All | -32.3% | -12.4% | -19.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling