+273.2%
BURL vs DOC
+19.9%
+253.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +6.2% |
| 7D | +10.4% | +8.7% | +1.7% | +6.2% |
| 30D | -4.9% | +7.6% | -12.6% | -8.2% |
| 3M | -29.8% | -5.3% | -24.5% | -28.0% |
| 6M | -16.5% | +27.6% | -44.1% | -26.7% |
| YTD | -10.5% | +32.4% | -43.0% | -23.3% |
| 1Y | -5.3% | +22.9% | -28.2% | -15.9% |
| 3Y | +95.1% | +43.1% | +52.0% | +55.6% |
| 5Y | -12.1% | -21.4% | +9.3% | -5.4% |
| 10Y | +273.2% | +16.8% | +256.3% | +226.8% |
| All | +273.2% | +19.9% | +253.3% | +226.8% |
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