+80.5%
DLTR vs BURL
+261.4%
-180.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +3.4% |
| 7D | -1.0% | +7.7% | -8.7% | -3.0% |
| 30D | +15.7% | -7.1% | +22.8% | +18.4% |
| 3M | +4.8% | -30.3% | +35.1% | +16.4% |
| 6M | +45.6% | -15.5% | +61.2% | +51.9% |
| YTD | +11.6% | -11.0% | +22.5% | +14.3% |
| 1Y | +29.8% | -8.4% | +38.2% | +31.0% |
| 3Y | +20.8% | +96.7% | -75.9% | -6.5% |
| 5Y | +23.5% | -14.1% | +37.5% | +16.9% |
| 10Y | +80.5% | +255.1% | -174.6% | -10.4% |
| All | +80.5% | +261.4% | -180.9% | -10.4% |
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