+179.3%
DG vs BURL
+987.9%
-808.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -2.0% |
| 7D | +6.1% | +3.5% | +2.6% | +5.4% |
| 30D | +11.9% | -9.3% | +21.2% | +14.1% |
| 3M | +9.3% | -32.1% | +41.4% | +17.3% |
| 6M | +19.1% | -19.8% | +38.9% | +23.6% |
| YTD | +5.9% | -13.2% | +19.1% | +8.0% |
| 1Y | +39.8% | -7.8% | +47.6% | +40.6% |
| 3Y | +23.4% | +89.3% | -65.9% | +3.9% |
| 5Y | -33.3% | -15.8% | -17.5% | -36.4% |
| 10Y | +131.0% | +262.2% | -131.1% | +48.3% |
| All | +179.3% | +987.9% | -808.6% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling