+64.2%
BURL vs RGEN
-3.7%
+67.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | -2.8% | -4.9% | +2.1% | -1.8% |
| 30D | -28.2% | +5.7% | -33.8% | -29.2% |
| 3M | -17.6% | +32.4% | -50.0% | -23.3% |
| 6M | -11.8% | +33.2% | -45.0% | -18.6% |
| YTD | -8.1% | +2.3% | -10.4% | -9.8% |
| 1Y | -12.0% | +39.0% | -50.9% | -20.4% |
| All | +64.2% | -3.7% | +67.9% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling