-10.3%
DOCU vs BURL
-9.5%
-0.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.6% |
| 7D | +6.9% | -2.8% | +9.7% | +7.0% |
| 30D | +19.0% | -28.2% | +47.2% | +21.9% |
| 3M | +34.3% | -17.6% | +51.9% | +36.7% |
| 6M | +48.0% | -11.8% | +59.8% | +50.2% |
| YTD | 0.0% | -8.1% | +8.2% | +1.8% |
| 1Y | -10.3% | -12.0% | +1.7% | -11.0% |
| All | -10.3% | -9.5% | -0.7% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling