+25.6%
DBX vs BURL
+93.4%
-67.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -1.5% | +3.5% | -5.0% | -2.3% |
| 30D | +6.0% | -9.3% | +15.3% | +8.2% |
| 3M | +2.2% | -32.1% | +34.3% | +10.7% |
| 6M | +40.7% | -19.8% | +60.5% | +46.1% |
| YTD | +28.6% | -13.2% | +41.8% | +30.3% |
| 1Y | +22.8% | -7.8% | +30.6% | +22.0% |
| 3Y | +37.5% | +89.3% | -51.8% | +10.4% |
| 5Y | +28.6% | -15.8% | +44.4% | +21.3% |
| All | +25.6% | +93.4% | -67.9% | -24.4% |
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