+13.8%
DBX vs BURL
+95.9%
-82.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -7.3% | +5.9% | -13.2% | -8.6% |
| 30D | -5.7% | -8.3% | +2.6% | -4.1% |
| 3M | -6.3% | -31.6% | +25.3% | +1.2% |
| 6M | +12.1% | -16.6% | +28.7% | +15.3% |
| YTD | +16.5% | -12.1% | +28.6% | +17.7% |
| 1Y | +6.1% | -10.0% | +16.0% | +5.9% |
| 3Y | +21.8% | +94.3% | -72.5% | -2.9% |
| 5Y | +19.1% | -13.2% | +32.3% | +11.4% |
| All | +13.8% | +95.9% | -82.1% | -31.7% |
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