-34.6%
DOCS vs BURL
-18.9%
-15.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.7% | -1.4% | +4.2% |
| 7D | +1.2% | +10.4% | -9.2% | -1.6% |
| 30D | +21.3% | -4.9% | +26.2% | +22.9% |
| 3M | +58.4% | -29.8% | +88.1% | +74.0% |
| 6M | +39.3% | -16.5% | +55.7% | +44.0% |
| YTD | -21.7% | -10.5% | -11.2% | -21.5% |
| 1Y | -47.3% | -5.3% | -42.0% | -48.7% |
| 3Y | +58.2% | +95.1% | -36.9% | +9.0% |
| 5Y | -52.3% | -12.1% | -40.2% | -56.8% |
| All | -34.6% | -18.9% | -15.7% | -35.9% |
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