+390.2%
DGX vs BURL
+1,051.1%
-660.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.3% |
| 7D | -2.3% | -2.8% | +0.5% | -2.0% |
| 30D | +0.6% | -28.2% | +28.7% | +4.6% |
| 3M | +21.4% | -17.6% | +39.0% | +23.9% |
| 6M | +14.7% | -11.8% | +26.5% | +15.7% |
| YTD | +38.4% | -8.1% | +46.6% | +38.7% |
| 1Y | +34.0% | -12.0% | +45.9% | +34.5% |
| 3Y | +92.7% | +63.3% | +29.4% | +73.0% |
| 5Y | +67.7% | -10.8% | +78.5% | +60.4% |
| 10Y | +248.0% | +215.9% | +32.1% | +163.6% |
| All | +390.2% | +1,051.1% | -660.9% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling