+221.9%
BURL vs RNG
+234.5%
-12.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -1.6% | +4.6% | -6.2% | -2.4% |
| 30D | -7.7% | +0.4% | -8.2% | -8.1% |
| 3M | -31.7% | +11.4% | -43.1% | -33.3% |
| 6M | -15.2% | +95.7% | -110.8% | -26.6% |
| YTD | -15.9% | +162.9% | -178.8% | -33.4% |
| 1Y | -14.2% | +180.3% | -194.5% | -33.1% |
| 3Y | +93.5% | +188.3% | -94.8% | +44.6% |
| 5Y | -9.9% | -72.5% | +62.6% | -3.4% |
| All | +221.9% | +234.5% | -12.5% | +143.4% |
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