-27.3%
DHR vs BURL
-11.0%
-16.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -3.9% | -2.8% | -1.1% | -3.5% |
| 30D | +4.0% | -28.2% | +32.2% | +9.6% |
| 3M | +11.5% | -17.6% | +29.1% | +14.6% |
| 6M | +1.9% | -11.8% | +13.6% | +3.1% |
| YTD | -8.9% | -8.1% | -0.8% | -8.6% |
| 1Y | +5.1% | -12.0% | +17.1% | +5.7% |
| 3Y | -10.3% | +63.3% | -73.6% | -20.5% |
| All | -27.3% | -11.0% | -16.3% | -35.9% |
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