+216.9%
BURL vs DOC
-2.1%
+219.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.5% |
| 7D | -2.8% | -1.5% | -1.3% | -2.1% |
| 30D | -28.2% | -4.8% | -23.4% | -26.5% |
| 3M | -17.6% | +6.9% | -24.5% | -20.4% |
| 6M | -11.8% | +20.7% | -32.5% | -20.5% |
| YTD | -8.1% | +34.1% | -42.3% | -21.6% |
| 1Y | -12.0% | +22.6% | -34.6% | -21.9% |
| 3Y | +63.3% | +20.8% | +42.5% | +42.6% |
| 5Y | -10.8% | -24.9% | +14.0% | -2.0% |
| All | +216.9% | -2.1% | +219.0% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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