+249.4%
DHR vs BURL
+247.8%
+1.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +2.6% | +5.9% | -3.2% | +1.6% |
| 30D | +7.4% | -8.3% | +15.7% | +8.8% |
| 3M | +13.0% | -31.6% | +44.6% | +19.7% |
| 6M | +38.5% | -16.6% | +55.1% | +41.2% |
| YTD | +3.8% | -12.1% | +15.8% | +4.6% |
| 1Y | +12.6% | -10.0% | +22.6% | +12.8% |
| 3Y | +22.0% | +94.3% | -72.3% | +5.3% |
| 5Y | -9.5% | -13.2% | +3.7% | -14.2% |
| 10Y | +249.4% | +252.5% | -3.1% | +182.1% |
| All | +249.4% | +247.8% | +1.5% | +182.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling