-50.3%
DOCS vs BURL
-16.7%
-33.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.5% |
| 7D | -1.4% | -2.8% | +1.4% | -0.7% |
| 30D | +21.8% | -28.2% | +50.0% | +33.4% |
| 3M | +27.3% | -17.6% | +44.9% | +33.6% |
| 6M | -0.3% | -11.8% | +11.4% | +1.3% |
| YTD | -40.5% | -8.1% | -32.3% | -40.6% |
| 1Y | -61.5% | -12.0% | -49.6% | -61.5% |
| 3Y | +8.2% | +63.3% | -55.1% | -19.0% |
| 5Y | -73.4% | -10.8% | -62.6% | -75.8% |
| All | -50.3% | -16.7% | -33.6% | -51.5% |
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