+340.5%
DOV vs BURL
+1,021.0%
-680.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -2.3% |
| 7D | +2.2% | +10.4% | -8.2% | -0.3% |
| 30D | +11.2% | -4.9% | +16.1% | +12.3% |
| 3M | +1.6% | -29.8% | +31.3% | +10.1% |
| 6M | -3.2% | -16.5% | +13.2% | +0.1% |
| YTD | +9.7% | -10.5% | +20.3% | +11.3% |
| 1Y | +20.5% | -5.3% | +25.8% | +19.9% |
| 3Y | +63.7% | +95.1% | -31.4% | +32.5% |
| 5Y | +31.4% | -12.1% | +43.4% | +24.2% |
| 10Y | +371.2% | +273.2% | +98.0% | +228.7% |
| All | +340.5% | +1,021.0% | -680.4% | +173.0% |
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 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