+255.1%
BURL vs RNG
+259.3%
-4.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | +7.7% | -6.2% | +13.9% | +9.0% |
| 30D | -7.1% | -8.0% | +0.9% | -6.0% |
| 3M | -30.3% | +15.7% | -46.0% | -32.5% |
| 6M | -15.5% | +60.3% | -75.9% | -24.2% |
| YTD | -11.0% | +153.8% | -164.8% | -29.0% |
| 1Y | -8.4% | +172.2% | -180.6% | -28.2% |
| 3Y | +96.7% | +174.8% | -78.1% | +48.3% |
| 5Y | -14.1% | -68.6% | +54.6% | -10.0% |
| 10Y | +255.1% | +248.2% | +6.9% | +173.0% |
| All | +255.1% | +259.3% | -4.2% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling