+248.6%
BURL vs RGEN
+455.0%
-206.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | +5.9% | -2.4% | +8.3% | +6.4% |
| 30D | -8.3% | +0.1% | -8.4% | -8.4% |
| 3M | -31.6% | +6.6% | -38.3% | -33.1% |
| 6M | -16.6% | +40.9% | -57.5% | -23.8% |
| YTD | -12.1% | +6.2% | -18.3% | -14.9% |
| 1Y | -10.0% | +19.4% | -29.4% | -15.3% |
| 3Y | +94.3% | +17.9% | +76.4% | +76.4% |
| 5Y | -13.2% | -34.0% | +20.8% | -16.1% |
| All | +248.6% | +455.0% | -206.4% | +109.9% |
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