+72.2%
DOCU vs BURL
+95.5%
-23.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.0% |
| 7D | +6.9% | -2.8% | +9.7% | +7.6% |
| 30D | +19.0% | -28.2% | +47.2% | +29.5% |
| 3M | +34.3% | -17.6% | +51.9% | +40.9% |
| 6M | +48.0% | -11.8% | +59.8% | +51.3% |
| YTD | 0.0% | -8.1% | +8.2% | +0.8% |
| 1Y | -10.3% | -12.0% | +1.7% | -9.4% |
| 3Y | +32.4% | +63.3% | -30.9% | +8.1% |
| 5Y | -77.9% | -10.8% | -67.1% | -80.1% |
| All | +72.2% | +95.5% | -23.3% | +19.5% |
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