+42.6%
DGX vs BURL
-10.6%
+53.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | +4.6% | +5.9% | -1.3% | +4.6% |
| 30D | +11.9% | -8.3% | +20.2% | +11.4% |
| 3M | +9.2% | -31.6% | +40.8% | +8.3% |
| 6M | +39.0% | -16.6% | +55.6% | +37.8% |
| YTD | +51.4% | -12.1% | +63.5% | +49.8% |
| 1Y | +42.6% | -10.0% | +52.6% | +40.7% |
| All | +42.6% | -10.6% | +53.2% | +40.7% |
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 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