+95.2%
RDDT vs BURL
+6.4%
+88.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.1% |
| 7D | +3.5% | -1.6% | +5.1% | +4.2% |
| 30D | -33.7% | -7.7% | -26.0% | -31.7% |
| 3M | -37.7% | -31.7% | -6.1% | -29.7% |
| 6M | -36.1% | -15.2% | -21.0% | -34.1% |
| YTD | -57.2% | -15.9% | -41.2% | -56.0% |
| 1Y | -48.0% | -14.2% | -33.8% | -47.9% |
| All | +95.2% | +6.4% | +88.8% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling