+64.2%
BURL vs DTE
+47.8%
+16.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -28.2% | -2.6% | -25.6% | -27.8% |
| 3M | -17.6% | -3.9% | -13.7% | -17.1% |
| 6M | -11.8% | -7.9% | -3.9% | -10.5% |
| YTD | -8.1% | +7.2% | -15.3% | -10.3% |
| 1Y | -12.0% | +3.1% | -15.0% | -13.2% |
| All | +64.2% | +47.8% | +16.3% | +27.8% |
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