+287.9%
DOV vs BURL
+215.5%
+72.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | -2.7% | -2.8% | +0.1% | -1.9% |
| 30D | -8.1% | -28.2% | +20.1% | +0.3% |
| 3M | -9.4% | -17.6% | +8.2% | -4.8% |
| 6M | -12.6% | -11.8% | -0.8% | -10.4% |
| YTD | -0.5% | -8.1% | +7.7% | +0.8% |
| 1Y | +9.2% | -12.0% | +21.2% | +11.1% |
| 3Y | +34.1% | +63.3% | -29.2% | +11.3% |
| 5Y | +17.3% | -10.8% | +28.1% | +10.9% |
| All | +287.9% | +215.5% | +72.5% | +190.5% |
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