-8.8%
BURL vs RNG
+169.5%
-178.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.2% |
| 7D | +7.7% | -6.2% | +13.9% | +7.9% |
| 30D | -7.1% | -8.0% | +0.9% | -7.0% |
| 3M | -30.3% | +15.7% | -46.0% | -30.5% |
| 6M | -15.5% | +60.3% | -75.9% | -16.2% |
| YTD | -11.0% | +153.8% | -164.8% | -11.0% |
| All | -8.8% | +169.5% | -178.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling