-16.5%
BURL vs RVTY
+85.7%
-102.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.2% | +7.6% |
| 7D | +10.4% | -3.6% | +14.0% | +10.2% |
| 30D | -4.9% | +1.4% | -6.3% | -4.9% |
| 3M | -29.8% | +43.2% | -72.9% | -29.8% |
| 6M | -16.5% | +84.5% | -100.9% | -19.2% |
| All | -16.5% | +85.7% | -102.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 6mo: compounded portfolio wealth divided by compounded RVTY 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…
6mo analysis · Full analysis span regression · 6 months rolling