+83.2%
DT vs BURL
+37.9%
+45.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.6% | -5.7% |
| 7D | -28.3% | +3.5% | -31.8% | -29.1% |
| 30D | -28.4% | -9.3% | -19.1% | -26.6% |
| 3M | -14.1% | -32.1% | +18.0% | -4.6% |
| 6M | +13.2% | -19.8% | +33.0% | +18.6% |
| YTD | +0.8% | -13.2% | +14.0% | +2.3% |
| 1Y | -7.8% | -7.8% | 0.0% | -9.0% |
| 3Y | -8.3% | +89.3% | -97.6% | -33.0% |
| 5Y | -42.7% | -15.8% | -26.9% | -46.2% |
| All | +83.2% | +37.9% | +45.3% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling