-13.2%
BURL vs RNG
-75.4%
+62.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +5.9% | -6.0% | +11.9% | +7.2% |
| 30D | -8.3% | -7.4% | -1.0% | -7.2% |
| 3M | -31.6% | +14.6% | -46.2% | -33.9% |
| 6M | -16.6% | +61.5% | -78.1% | -26.0% |
| YTD | -12.1% | +155.7% | -167.8% | -31.8% |
| 1Y | -10.0% | +172.5% | -182.4% | -31.5% |
| 3Y | +94.3% | +168.0% | -73.7% | +41.3% |
| 5Y | -13.2% | -73.8% | +60.6% | +14.2% |
| All | -13.2% | -75.4% | +62.2% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling