-8.4%
BURL vs RNG
+163.9%
-172.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | +4.1% | -11.3% | +15.4% | +4.4% |
| 30D | -9.5% | -5.7% | -3.8% | -9.4% |
| 3M | -33.5% | +16.8% | -50.3% | -33.7% |
| 6M | -22.1% | +58.5% | -80.6% | -22.7% |
| YTD | -14.6% | +151.3% | -165.9% | -14.4% |
| 1Y | -8.4% | +169.0% | -177.4% | -5.6% |
| All | -8.4% | +163.9% | -172.3% | -5.6% |
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