+960.9%
BURL vs RGEN
+1,384.5%
-423.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -2.8% | -4.9% | +2.1% | -2.0% |
| 30D | -28.2% | +5.7% | -33.8% | -29.0% |
| 3M | -17.6% | +32.4% | -50.0% | -22.3% |
| 6M | -11.8% | +33.2% | -45.0% | -17.4% |
| YTD | -8.1% | +2.3% | -10.4% | -9.7% |
| 1Y | -12.0% | +39.0% | -50.9% | -18.8% |
| 3Y | +63.3% | -4.6% | +67.9% | +56.3% |
| 5Y | -10.8% | -42.7% | +31.9% | -10.9% |
| 10Y | +215.9% | +433.6% | -217.7% | +121.2% |
| All | +960.9% | +1,384.5% | -423.6% | +619.6% |
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