+66.4%
DOCN vs BURL
-15.0%
+81.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -12.9% | -14.5% |
| 7D | -29.3% | +3.5% | -32.7% | -30.4% |
| 30D | -46.0% | -9.3% | -36.8% | -43.9% |
| 3M | -43.2% | -32.1% | -11.1% | -33.1% |
| 6M | -53.7% | -19.8% | -33.9% | -50.3% |
| YTD | +46.9% | -13.2% | +60.1% | +50.9% |
| 1Y | +54.3% | -7.8% | +62.2% | +52.5% |
| 3Y | +185.5% | +89.3% | +96.2% | +93.7% |
| 5Y | -31.1% | -15.8% | -15.3% | -36.9% |
| All | +66.4% | -15.0% | +81.4% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling