+73.6%
DLTR vs BURL
+252.7%
-179.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.4% |
| 7D | -2.0% | +4.1% | -6.1% | -3.0% |
| 30D | +12.8% | -9.5% | +22.2% | +16.2% |
| 3M | +1.1% | -33.5% | +34.6% | +13.8% |
| 6M | +35.9% | -22.1% | +58.0% | +45.2% |
| YTD | +6.6% | -14.6% | +21.2% | +10.5% |
| 1Y | +28.6% | -8.4% | +37.0% | +29.8% |
| 3Y | +14.0% | +86.6% | -72.5% | -10.3% |
| 5Y | +19.2% | -17.2% | +36.4% | +14.1% |
| All | +73.6% | +252.7% | -179.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling