+960.9%
BURL vs RNG
+329.2%
+631.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.3% |
| 7D | -2.8% | +5.8% | -8.6% | -3.9% |
| 30D | -28.2% | +19.6% | -47.8% | -30.7% |
| 3M | -17.6% | +67.0% | -84.6% | -26.0% |
| 6M | -11.8% | +88.4% | -100.1% | -23.6% |
| YTD | -8.1% | +155.5% | -163.6% | -26.5% |
| 1Y | -12.0% | +141.7% | -153.6% | -29.2% |
| 3Y | +63.3% | +131.1% | -67.8% | +28.1% |
| 5Y | -10.8% | -70.6% | +59.8% | -5.0% |
| 10Y | +215.9% | +228.2% | -12.3% | +99.8% |
| All | +960.9% | +329.2% | +631.7% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling