-10.7%
BURL vs DOC
-24.5%
+13.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.4% |
| 7D | -2.8% | -1.5% | -1.3% | -2.2% |
| 30D | -28.2% | -4.8% | -23.4% | -26.7% |
| 3M | -17.6% | +6.9% | -24.5% | -20.0% |
| 6M | -11.8% | +20.7% | -32.5% | -19.3% |
| YTD | -8.1% | +34.1% | -42.3% | -20.1% |
| 1Y | -12.0% | +22.6% | -34.6% | -20.7% |
| 3Y | +63.3% | +20.8% | +42.5% | +45.0% |
| All | -10.7% | -24.5% | +13.8% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling