+190.3%
RDDT vs BURL
+4.8%
+185.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | +0.1% |
| 7D | -7.4% | -7.0% | -0.4% | -5.3% |
| 30D | -7.7% | -35.6% | +27.9% | +5.9% |
| 3M | -17.8% | -26.3% | +8.5% | -10.0% |
| 6M | +5.5% | -20.7% | +26.1% | +11.3% |
| YTD | -36.3% | -17.2% | -19.1% | -34.3% |
| 1Y | -39.0% | -15.0% | -24.0% | -39.0% |
| All | +190.3% | +4.8% | +185.5% | +164.7% |
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