-26.7%
DT vs BURL
-11.0%
-15.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | -3.3% | -2.8% | -0.5% | -2.7% |
| 30D | +2.0% | -28.2% | +30.2% | +10.6% |
| 3M | +20.0% | -17.6% | +37.6% | +25.3% |
| 6M | +39.3% | -11.8% | +51.1% | +41.6% |
| YTD | +19.8% | -8.1% | +27.9% | +20.0% |
| 1Y | +4.3% | -12.0% | +16.2% | +4.8% |
| 3Y | +7.7% | +63.3% | -55.6% | -14.5% |
| All | -26.7% | -11.0% | -15.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling