+97.7%
DOCN vs BURL
-12.5%
+110.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +7.7% | -14.9% | -10.6% |
| 7D | -20.0% | +10.4% | -30.4% | -23.8% |
| 30D | -38.8% | -4.9% | -33.8% | -37.8% |
| 3M | -34.8% | -29.8% | -5.1% | -24.6% |
| 6M | -22.8% | -16.5% | -6.3% | -18.6% |
| YTD | +74.6% | -10.5% | +85.2% | +76.6% |
| 1Y | +116.4% | -5.3% | +121.7% | +110.9% |
| 3Y | +239.3% | +95.1% | +144.3% | +126.6% |
| 5Y | -20.2% | -12.1% | -8.2% | -28.1% |
| All | +97.7% | -12.5% | +110.2% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling