-45.7%
RDDT vs BURL
-4.6%
-41.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.7% | -1.7% | +5.7% |
| 7D | -24.4% | +10.4% | -34.8% | -24.4% |
| 30D | -32.3% | -4.9% | -27.3% | -32.7% |
| 3M | -36.3% | -29.8% | -6.6% | -38.4% |
| 6M | -39.7% | -16.5% | -23.3% | -40.5% |
| YTD | -55.7% | -10.5% | -45.1% | -55.0% |
| 1Y | -45.7% | -5.3% | -40.4% | -43.5% |
| All | -45.7% | -4.6% | -41.2% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling