+240.7%
BURL vs RGEN
+527.2%
-286.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.2% |
| 7D | +4.1% | -1.9% | +6.0% | +4.5% |
| 30D | -9.5% | +3.7% | -13.2% | -10.3% |
| 3M | -33.5% | +8.8% | -42.3% | -35.2% |
| 6M | -22.1% | +38.0% | -60.0% | -28.5% |
| YTD | -14.6% | +5.9% | -20.4% | -17.3% |
| 1Y | -8.4% | +19.7% | -28.0% | -13.8% |
| 3Y | +86.6% | +20.5% | +66.0% | +68.6% |
| 5Y | -17.2% | -35.0% | +17.8% | -19.7% |
| All | +240.7% | +527.2% | -286.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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