+95.0%
DGX vs BURL
-10.8%
+105.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.2% |
| 7D | +1.6% | -1.6% | +3.1% | +1.6% |
| 30D | +11.2% | -7.7% | +19.0% | +11.7% |
| 3M | +10.4% | -31.7% | +42.0% | +12.6% |
| 6M | +37.1% | -15.2% | +52.2% | +37.8% |
| YTD | +52.1% | -15.9% | +68.0% | +52.7% |
| 1Y | +40.7% | -14.2% | +54.9% | +40.9% |
| 3Y | +107.6% | +93.5% | +14.1% | +91.4% |
| All | +95.0% | -10.8% | +105.8% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling