+84.4%
DT vs BURL
+41.4%
+42.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | 0.0% |
| 7D | -20.2% | +7.7% | -27.9% | -22.0% |
| 30D | -30.8% | -7.1% | -23.6% | -29.5% |
| 3M | -10.2% | -30.3% | +20.1% | -1.0% |
| 6M | +8.0% | -15.5% | +23.6% | +11.6% |
| YTD | +1.5% | -11.0% | +12.4% | +2.2% |
| 1Y | -6.9% | -8.4% | +1.5% | -7.8% |
| 3Y | -10.9% | +96.7% | -107.6% | -35.7% |
| 5Y | -42.2% | -14.1% | -28.1% | -46.0% |
| All | +84.4% | +41.4% | +42.9% | +29.1% |
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