-8.1%
DT vs BURL
+86.7%
-94.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -24.7% | +4.1% | -28.8% | -25.0% |
| 30D | -27.4% | -9.5% | -17.9% | -26.6% |
| 3M | -11.1% | -33.5% | +22.4% | -6.7% |
| 6M | +13.7% | -22.1% | +35.8% | +16.5% |
| YTD | +0.2% | -14.6% | +14.8% | +0.9% |
| 1Y | -5.7% | -8.4% | +2.7% | -6.5% |
| 3Y | -8.1% | +86.6% | -94.7% | -11.6% |
| All | -8.1% | +86.7% | -94.9% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling