+221.9%
BURL vs RGEN
+415.2%
-193.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.3% | -3.7% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | -7.7% | -5.8% | -1.9% | -6.7% |
| 3M | -31.7% | +0.2% | -31.8% | -32.2% |
| 6M | -15.2% | +56.8% | -71.9% | -24.4% |
| YTD | -15.9% | +2.4% | -18.3% | -18.0% |
| 1Y | -14.2% | +11.4% | -25.6% | -18.0% |
| 3Y | +93.5% | +15.2% | +78.4% | +76.5% |
| 5Y | -9.9% | -35.1% | +25.2% | -12.5% |
| All | +221.9% | +415.2% | -193.2% | +97.2% |
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