-10.7%
BURL vs RNG
-70.5%
+59.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.4% |
| 7D | -2.8% | +5.8% | -8.6% | -3.9% |
| 30D | -28.2% | +19.6% | -47.8% | -30.8% |
| 3M | -17.6% | +67.0% | -84.6% | -26.4% |
| 6M | -11.8% | +88.4% | -100.1% | -24.3% |
| YTD | -8.1% | +155.5% | -163.6% | -27.9% |
| 1Y | -12.0% | +141.7% | -153.6% | -30.5% |
| 3Y | +63.3% | +131.1% | -67.8% | +24.7% |
| All | -10.7% | -70.5% | +59.8% | -0.7% |
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 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