+98.0%
DGX vs BURL
-17.2%
+115.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +1.5% | +4.1% | -2.6% | +1.3% |
| 30D | +12.6% | -9.5% | +22.0% | +13.1% |
| 3M | +7.6% | -33.5% | +41.1% | +9.8% |
| 6M | +36.2% | -22.1% | +58.3% | +37.6% |
| YTD | +49.8% | -14.6% | +64.4% | +50.3% |
| 1Y | +47.3% | -8.4% | +55.6% | +46.9% |
| 3Y | +102.1% | +86.6% | +15.5% | +87.9% |
| All | +98.0% | -17.2% | +115.1% | +82.9% |
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