-8.4%
BURL vs RGEN
+19.4%
-27.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.0% |
| 7D | +4.1% | -1.9% | +6.0% | +4.3% |
| 30D | -9.5% | +3.7% | -13.2% | -9.9% |
| 3M | -33.5% | +8.8% | -42.3% | -34.8% |
| 6M | -22.1% | +38.0% | -60.0% | -26.8% |
| YTD | -14.6% | +5.9% | -20.4% | -15.5% |
| 1Y | -8.4% | +19.7% | -28.0% | -9.6% |
| All | -8.4% | +19.4% | -27.7% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling