+710.9%
DHR vs BURL
+987.9%
-277.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.7% | -3.2% |
| 7D | -4.5% | +3.5% | -8.0% | -5.0% |
| 30D | +5.0% | -9.3% | +14.3% | +6.4% |
| 3M | +13.6% | -32.1% | +45.7% | +20.0% |
| 6M | +30.1% | -19.8% | +49.9% | +33.4% |
| YTD | -0.5% | -13.2% | +12.6% | +0.5% |
| 1Y | +7.4% | -7.8% | +15.3% | +7.2% |
| 3Y | +16.4% | +89.3% | -72.9% | +2.1% |
| 5Y | -10.3% | -15.8% | +5.5% | -14.3% |
| 10Y | +249.3% | +262.2% | -12.9% | +170.0% |
| All | +710.9% | +987.9% | -277.1% | +481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling