-5.3%
BURL vs DTE
+5.6%
-10.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +7.3% |
| 7D | +10.4% | +4.2% | +6.2% | +9.7% |
| 30D | -4.9% | +10.0% | -14.9% | -6.1% |
| 3M | -29.8% | -2.1% | -27.7% | -29.8% |
| 6M | -16.5% | -4.7% | -11.8% | -16.5% |
| YTD | -10.5% | +9.3% | -19.9% | -14.6% |
| 1Y | -5.3% | +6.6% | -11.9% | -8.2% |
| All | -5.3% | +5.6% | -10.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling