+902.7%
BURL vs RNG
+334.7%
+568.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.7% | -2.1% |
| 7D | +3.5% | -11.2% | +14.7% | +5.7% |
| 30D | -9.3% | -3.8% | -5.5% | -8.9% |
| 3M | -32.1% | +21.1% | -53.3% | -34.8% |
| 6M | -19.8% | +56.2% | -76.0% | -27.7% |
| YTD | -13.2% | +158.8% | -171.9% | -31.0% |
| 1Y | -7.8% | +173.6% | -181.5% | -27.7% |
| 3Y | +89.3% | +163.9% | -74.6% | +44.3% |
| 5Y | -15.8% | -68.1% | +52.3% | -11.7% |
| 10Y | +262.2% | +272.7% | -10.5% | +123.4% |
| All | +902.7% | +334.7% | +568.0% | +486.3% |
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