+642.6%
DHR vs BURL
+1,051.1%
-408.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +11.5% | -17.6% | +29.1% | +14.4% |
| 6M | +1.9% | -11.8% | +13.6% | +3.1% |
| YTD | -8.9% | -8.1% | -0.8% | -8.5% |
| 1Y | +5.1% | -12.0% | +17.1% | +5.8% |
| 3Y | -10.3% | +63.3% | -73.6% | -19.5% |
| 5Y | -27.8% | -10.8% | -17.0% | -31.5% |
| 10Y | +203.6% | +215.9% | -12.3% | +138.1% |
| All | +642.6% | +1,051.1% | -408.5% | +429.6% |
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 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