+22.4%
DHR vs BURL
+95.8%
-73.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.5% |
| 7D | +3.1% | +7.7% | -4.6% | +2.0% |
| 30D | +7.0% | -7.1% | +14.1% | +8.1% |
| 3M | +15.0% | -30.3% | +45.3% | +21.5% |
| 6M | +37.9% | -15.5% | +53.4% | +40.0% |
| YTD | +3.3% | -11.0% | +14.3% | +3.6% |
| 1Y | +12.8% | -8.4% | +21.2% | +12.1% |
| 3Y | +22.4% | +96.7% | -74.3% | +4.6% |
| All | +22.4% | +95.8% | -73.4% | +4.6% |
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 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