-15.9%
BURL vs DTE
+39.5%
-55.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | -33.5% | -2.6% | -30.9% | -33.1% |
| 6M | -22.1% | -3.5% | -18.6% | -21.6% |
| YTD | -14.6% | +7.4% | -21.9% | -16.7% |
| 1Y | -8.4% | +4.2% | -12.6% | -9.9% |
| 3Y | +86.6% | +51.7% | +34.8% | +58.4% |
| All | -15.9% | +39.5% | -55.4% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling