+27.3%
DLTR vs BURL
+97.8%
-70.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | +21.5% | -4.4% | +25.9% | +23.0% |
| 3M | +11.6% | -28.6% | +40.2% | +21.1% |
| 6M | +58.7% | -12.3% | +71.0% | +62.8% |
| YTD | +16.2% | -11.3% | +27.4% | +18.7% |
| 1Y | +34.8% | -10.4% | +45.3% | +36.7% |
| All | +27.3% | +97.8% | -70.5% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling