-12.0%
BURL vs DTE
+4.2%
-16.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | -2.6% | +0.9% | -3.4% | -2.6% |
| 30D | -30.8% | -1.9% | -28.9% | -30.7% |
| 3M | -18.7% | -3.3% | -15.3% | -18.9% |
| 6M | -16.4% | -7.1% | -9.3% | -16.1% |
| YTD | -11.6% | +8.1% | -19.7% | -13.4% |
| 1Y | -12.0% | +5.3% | -17.3% | -15.6% |
| All | -12.0% | +4.2% | -16.2% | -15.6% |
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