-12.1%
BURL vs DOC
-22.8%
+10.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +6.4% |
| 7D | +10.4% | +8.7% | +1.7% | +6.7% |
| 30D | -4.9% | +7.6% | -12.6% | -7.8% |
| 3M | -29.8% | -5.3% | -24.5% | -28.2% |
| 6M | -16.5% | +27.6% | -44.1% | -25.6% |
| YTD | -10.5% | +32.4% | -43.0% | -22.0% |
| 1Y | -5.3% | +22.9% | -28.2% | -14.7% |
| 3Y | +95.1% | +43.1% | +52.0% | +56.4% |
| 5Y | -12.1% | -21.4% | +9.3% | -2.6% |
| All | -12.1% | -22.8% | +10.7% | -2.6% |
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