+22.3%
DBX vs BURL
+104.7%
-82.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.1% | -3.0% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | -0.5% | -28.2% | +27.7% | +6.9% |
| 3M | +28.1% | -17.6% | +45.6% | +33.2% |
| 6M | +33.1% | -11.8% | +44.9% | +35.3% |
| YTD | +25.3% | -8.1% | +33.4% | +25.9% |
| 1Y | +18.3% | -12.0% | +30.3% | +19.3% |
| 3Y | +25.0% | +63.3% | -38.3% | +4.6% |
| 5Y | +7.5% | -10.8% | +18.3% | +0.4% |
| All | +22.3% | +104.7% | -82.4% | -27.0% |
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