+64.2%
BURL vs RNG
+135.4%
-71.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.2% |
| 7D | -2.8% | +5.8% | -8.6% | -3.6% |
| 30D | -28.2% | +19.6% | -47.8% | -30.1% |
| 3M | -17.6% | +67.0% | -84.6% | -24.2% |
| 6M | -11.8% | +88.4% | -100.1% | -21.4% |
| YTD | -8.1% | +155.5% | -163.6% | -24.3% |
| 1Y | -12.0% | +141.7% | -153.6% | -26.9% |
| All | +64.2% | +135.4% | -71.2% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling