-37.4%
DOCS vs BURL
-21.3%
-16.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.5% |
| 7D | -1.3% | +3.5% | -4.8% | -2.2% |
| 30D | +19.4% | -9.3% | +28.7% | +22.6% |
| 3M | +53.4% | -32.1% | +85.5% | +70.2% |
| 6M | +28.8% | -19.8% | +48.6% | +34.8% |
| YTD | -25.1% | -13.2% | -11.9% | -24.2% |
| 1Y | -48.1% | -7.8% | -40.3% | -49.1% |
| 3Y | +51.4% | +89.3% | -37.9% | +5.3% |
| 5Y | -51.1% | -15.8% | -35.3% | -55.2% |
| All | -37.4% | -21.3% | -16.1% | -38.1% |
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