+902.7%
BURL vs DTE
+272.2%
+630.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | -9.3% | +5.2% | -14.5% | -11.4% |
| 3M | -32.1% | -2.5% | -29.6% | -31.3% |
| 6M | -19.8% | -4.4% | -15.4% | -18.4% |
| YTD | -13.2% | +7.2% | -20.4% | -16.8% |
| 1Y | -7.8% | +4.1% | -12.0% | -10.4% |
| 3Y | +89.3% | +49.2% | +40.1% | +50.0% |
| 5Y | -15.8% | +39.5% | -55.3% | -32.5% |
| 10Y | +262.2% | +137.1% | +125.1% | +121.9% |
| All | +902.7% | +272.2% | +630.5% | +504.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling