+80.3%
DLTR vs BURL
+244.4%
-164.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +21.5% | -4.3% | +25.8% | +23.2% |
| 3M | +9.8% | -28.8% | +38.6% | +21.2% |
| 6M | +58.6% | -12.8% | +71.4% | +63.9% |
| YTD | +14.8% | -12.8% | +27.6% | +18.4% |
| 1Y | +33.0% | -12.3% | +45.3% | +36.0% |
| 3Y | +23.8% | +92.7% | -68.9% | -3.6% |
| 5Y | +24.9% | -6.5% | +31.5% | +15.3% |
| All | +80.3% | +244.4% | -164.1% | -9.0% |
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