+343.6%
DOV vs BURL
+252.7%
+91.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -1.9% | +4.1% | -6.0% | -3.0% |
| 30D | +8.3% | -9.5% | +17.7% | +10.9% |
| 3M | -3.1% | -33.5% | +30.5% | +7.4% |
| 6M | -9.8% | -22.1% | +12.3% | -4.6% |
| YTD | +5.2% | -14.6% | +19.8% | +8.1% |
| 1Y | +15.3% | -8.4% | +23.7% | +15.6% |
| 3Y | +58.8% | +86.6% | -27.8% | +26.6% |
| 5Y | +26.6% | -17.2% | +43.7% | +21.8% |
| All | +343.6% | +252.7% | +91.0% | +228.3% |
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