+46.0%
DGX vs BURL
-4.6%
+50.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +3.5% |
| 7D | +4.1% | +10.4% | -6.3% | +4.1% |
| 30D | +10.5% | -4.9% | +15.5% | +10.2% |
| 3M | +9.8% | -29.8% | +39.6% | +9.3% |
| 6M | +34.6% | -16.5% | +51.0% | +33.6% |
| YTD | +49.8% | -10.5% | +60.4% | +48.1% |
| 1Y | +46.0% | -5.3% | +51.3% | +43.8% |
| All | +46.0% | -4.6% | +50.6% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling