+117.6%
DT vs BURL
+45.9%
+71.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.4% |
| 7D | -3.3% | -2.8% | -0.5% | -2.6% |
| 30D | +2.0% | -28.2% | +30.2% | +12.1% |
| 3M | +20.0% | -17.6% | +37.6% | +26.1% |
| 6M | +39.3% | -11.8% | +51.1% | +42.0% |
| YTD | +19.8% | -8.1% | +27.9% | +20.1% |
| 1Y | +4.3% | -12.0% | +16.2% | +4.8% |
| 3Y | +7.7% | +63.3% | -55.6% | -16.5% |
| 5Y | -26.8% | -10.8% | -16.0% | -32.2% |
| All | +117.6% | +45.9% | +71.7% | +51.8% |
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