-7.6%
DT vs BURL
+89.8%
-97.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.6% | -6.2% |
| 7D | -28.3% | +3.5% | -31.8% | -28.6% |
| 30D | -28.4% | -9.3% | -19.1% | -27.6% |
| 3M | -14.1% | -32.1% | +18.0% | -10.1% |
| 6M | +13.2% | -19.8% | +33.0% | +15.5% |
| YTD | +0.8% | -13.2% | +14.0% | +1.3% |
| 1Y | -7.8% | -7.8% | 0.0% | -8.6% |
| All | -7.6% | +89.8% | -97.3% | -11.2% |
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