-11.6%
DHR vs BURL
-17.2%
+5.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -0.9% | +4.1% | -4.9% | -1.5% |
| 30D | +5.4% | -9.5% | +14.8% | +7.0% |
| 3M | +15.3% | -33.5% | +48.9% | +22.8% |
| 6M | +32.1% | -22.1% | +54.2% | +36.3% |
| YTD | +1.2% | -14.6% | +15.8% | +2.4% |
| 1Y | +10.1% | -8.4% | +18.5% | +9.6% |
| 3Y | +19.9% | +86.6% | -66.7% | +3.4% |
| All | -11.6% | -17.2% | +5.6% | -20.6% |
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 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