+16.4%
DBX vs BURL
+97.7%
-81.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | -4.9% | -4.4% | -0.5% | -4.1% |
| 3M | -2.7% | -28.6% | +25.9% | +4.2% |
| 6M | +25.2% | -12.3% | +37.5% | +27.2% |
| YTD | +19.3% | -11.3% | +30.6% | +20.2% |
| 1Y | +6.6% | -10.4% | +17.0% | +6.6% |
| 3Y | +24.6% | +96.1% | -71.5% | -0.8% |
| 5Y | +23.5% | -5.0% | +28.5% | +13.0% |
| All | +16.4% | +97.7% | -81.3% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling