+293.1%
DGX vs BURL
+261.4%
+31.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.1% |
| 7D | +3.5% | +7.7% | -4.2% | +2.6% |
| 30D | +12.4% | -7.1% | +19.6% | +13.4% |
| 3M | +9.3% | -30.3% | +39.6% | +13.9% |
| 6M | +39.7% | -15.5% | +55.2% | +41.5% |
| YTD | +52.2% | -11.0% | +63.1% | +52.7% |
| 1Y | +47.1% | -8.4% | +55.5% | +46.7% |
| 3Y | +108.8% | +96.7% | +12.1% | +80.9% |
| 5Y | +101.4% | -14.1% | +115.4% | +94.3% |
| 10Y | +293.1% | +255.1% | +38.0% | +201.2% |
| All | +293.1% | +261.4% | +31.7% | +201.2% |
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