+59.3%
DLTR vs BURL
+217.6%
-158.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | +2.5% | -2.8% | +5.3% | +3.3% |
| 30D | +2.1% | -28.2% | +30.2% | +12.3% |
| 3M | +20.3% | -17.6% | +37.9% | +27.1% |
| 6M | +11.5% | -11.8% | +23.3% | +14.6% |
| YTD | +6.8% | -8.1% | +15.0% | +8.4% |
| 1Y | +31.1% | -12.0% | +43.0% | +33.6% |
| 3Y | +10.7% | +63.3% | -52.6% | -9.6% |
| 5Y | +41.6% | -10.8% | +52.4% | +32.4% |
| All | +59.3% | +217.6% | -158.3% | -19.3% |
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