+82.4%
DLTR vs BURL
+247.8%
-165.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | +5.0% | +5.9% | -0.8% | +3.4% |
| 30D | +18.7% | -8.3% | +27.0% | +21.9% |
| 3M | +8.9% | -31.6% | +40.5% | +21.5% |
| 6M | +49.4% | -16.6% | +66.0% | +56.5% |
| YTD | +14.5% | -12.1% | +26.6% | +17.7% |
| 1Y | +32.5% | -10.0% | +42.5% | +34.4% |
| 3Y | +23.4% | +94.3% | -70.8% | -4.1% |
| 5Y | +26.2% | -13.2% | +39.4% | +19.1% |
| 10Y | +82.4% | +252.5% | -170.1% | -9.5% |
| All | +82.4% | +247.8% | -165.4% | -9.5% |
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