+902.7%
BURL vs RGEN
+1,392.3%
-489.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.5% | -1.9% |
| 7D | +3.5% | -10.7% | +14.2% | +5.6% |
| 30D | -9.3% | -3.6% | -5.6% | -8.8% |
| 3M | -32.1% | +6.2% | -38.3% | -33.3% |
| 6M | -19.8% | +34.1% | -53.9% | -25.1% |
| YTD | -13.2% | +2.8% | -16.0% | -15.1% |
| 1Y | -7.8% | +15.5% | -23.4% | -12.0% |
| 3Y | +89.3% | +12.1% | +77.3% | +76.2% |
| 5Y | -15.8% | -36.9% | +21.0% | -17.3% |
| 10Y | +262.2% | +522.4% | -260.2% | +148.2% |
| All | +902.7% | +1,392.3% | -489.6% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling