+23.2%
DBX vs BURL
-17.2%
+40.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | -4.4% | +4.1% | -8.5% | -5.1% |
| 30D | +4.8% | -9.5% | +14.2% | +6.7% |
| 3M | +0.3% | -33.5% | +33.9% | +8.4% |
| 6M | +40.4% | -22.1% | +62.5% | +46.1% |
| YTD | +24.7% | -14.6% | +39.2% | +26.5% |
| 1Y | +20.9% | -8.4% | +29.3% | +20.2% |
| 3Y | +34.5% | +86.6% | -52.1% | +8.7% |
| All | +23.2% | -17.2% | +40.3% | +20.7% |
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 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