+89.6%
BURL vs RGEN
+12.2%
+77.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.5% | -1.8% |
| 7D | +3.5% | -10.7% | +14.2% | +5.9% |
| 30D | -9.3% | -3.6% | -5.6% | -8.7% |
| 3M | -32.1% | +6.2% | -38.3% | -33.6% |
| 6M | -19.8% | +34.1% | -53.9% | -26.3% |
| YTD | -13.2% | +2.8% | -16.0% | -15.3% |
| 1Y | -7.8% | +15.5% | -23.4% | -12.8% |
| All | +89.6% | +12.2% | +77.4% | +64.3% |
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