+86.6%
BURL vs DTE
+49.5%
+37.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -9.5% | +6.2% | -15.6% | -10.4% |
| 3M | -33.5% | -2.6% | -30.9% | -33.2% |
| 6M | -22.1% | -3.5% | -18.6% | -21.8% |
| YTD | -14.6% | +7.4% | -21.9% | -16.3% |
| 1Y | -8.4% | +4.2% | -12.6% | -9.6% |
| 3Y | +86.6% | +51.7% | +34.8% | +45.3% |
| All | +86.6% | +49.5% | +37.1% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling