+102.6%
DOCU vs BURL
+90.4%
+12.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -1.8% |
| 7D | -3.7% | +10.4% | -14.1% | -6.3% |
| 30D | +15.0% | -4.9% | +19.9% | +16.2% |
| 3M | +39.9% | -29.8% | +69.7% | +52.4% |
| 6M | +66.2% | -16.5% | +82.6% | +72.1% |
| YTD | +17.7% | -10.5% | +28.2% | +18.9% |
| 1Y | +13.7% | -5.3% | +19.0% | +12.2% |
| 3Y | +95.9% | +95.1% | +0.8% | +50.9% |
| 5Y | -71.7% | -12.1% | -59.6% | -74.4% |
| All | +102.6% | +90.4% | +12.3% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling