+5.1%
DHR vs BURL
-9.5%
+14.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | -3.9% | -2.8% | -1.1% | -3.8% |
| 30D | +4.0% | -28.2% | +32.2% | +5.7% |
| 3M | +11.5% | -17.6% | +29.1% | +12.1% |
| 6M | +1.9% | -11.8% | +13.6% | +1.9% |
| YTD | -8.9% | -8.1% | -0.8% | -9.0% |
| 1Y | +5.1% | -12.0% | +17.1% | +5.5% |
| All | +5.1% | -9.5% | +14.6% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling