-3.4%
DT vs BURL
-13.7%
+10.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.7% |
| 30D | -30.4% | -4.3% | -26.0% | -30.3% |
| 3M | -9.4% | -28.8% | +19.4% | -9.9% |
| 6M | +14.5% | -12.8% | +27.3% | +14.6% |
| YTD | +3.6% | -12.8% | +16.4% | +3.8% |
| 1Y | -3.4% | -12.3% | +8.8% | -2.9% |
| All | -3.4% | -13.7% | +10.2% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling