+87.8%
DT vs BURL
+33.5%
+54.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.8% |
| 7D | +3.1% | -1.6% | +4.7% | +3.6% |
| 30D | -29.5% | -7.7% | -21.8% | -28.1% |
| 3M | -11.7% | -31.7% | +19.9% | -2.2% |
| 6M | +29.0% | -15.2% | +44.2% | +32.9% |
| YTD | +3.4% | -15.9% | +19.3% | +5.8% |
| 1Y | -4.2% | -14.2% | +10.0% | -3.4% |
| 3Y | -12.8% | +93.5% | -106.4% | -37.0% |
| 5Y | -39.6% | -9.9% | -29.7% | -44.7% |
| All | +87.8% | +33.5% | +54.3% | +33.7% |
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