+82.1%
DT vs BURL
+35.7%
+46.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -24.7% | +4.1% | -28.8% | -25.6% |
| 30D | -27.4% | -9.5% | -17.9% | -25.5% |
| 3M | -11.1% | -33.5% | +22.4% | -0.7% |
| 6M | +13.7% | -22.1% | +35.8% | +20.2% |
| YTD | +0.2% | -14.6% | +14.8% | +2.2% |
| 1Y | -5.7% | -8.4% | +2.7% | -6.8% |
| 3Y | -8.1% | +86.6% | -94.7% | -32.6% |
| 5Y | -43.1% | -17.2% | -25.9% | -46.3% |
| All | +82.1% | +35.7% | +46.5% | +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