+6.8%
DLTR vs BURL
-10.8%
+17.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.2% |
| 7D | +5.3% | -1.6% | +6.9% | +5.8% |
| 30D | +13.4% | -7.7% | +21.2% | +16.1% |
| 3M | +6.6% | -31.7% | +38.3% | +18.1% |
| 6M | +59.1% | -15.2% | +74.2% | +65.2% |
| YTD | +12.3% | -15.9% | +28.2% | +16.7% |
| 1Y | +33.9% | -14.2% | +48.1% | +37.6% |
| 3Y | +23.0% | +93.5% | -70.5% | -2.0% |
| All | +6.8% | -10.8% | +17.6% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling