+164.6%
DOCN vs BURL
-10.1%
+174.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.6% |
| 7D | +1.1% | -2.8% | +3.9% | +2.4% |
| 30D | -9.6% | -28.2% | +18.5% | +4.7% |
| 3M | -37.7% | -17.6% | -20.1% | -32.7% |
| 6M | +115.2% | -11.8% | +127.0% | +122.6% |
| YTD | +133.7% | -8.1% | +141.9% | +136.2% |
| 1Y | +250.2% | -12.0% | +262.1% | +256.9% |
| 3Y | +320.3% | +63.3% | +257.0% | +209.5% |
| 5Y | +53.1% | -10.8% | +63.9% | +37.9% |
| All | +164.6% | -10.1% | +174.7% | +148.6% |
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