-50.9%
RDDT vs BURL
-13.7%
-37.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.7% |
| 7D | +6.1% | +0.4% | +5.7% | +6.1% |
| 30D | -35.9% | -4.3% | -31.5% | -36.2% |
| 3M | -35.1% | -28.8% | -6.3% | -37.6% |
| 6M | -34.7% | -12.8% | -21.9% | -35.4% |
| YTD | -56.7% | -12.8% | -43.9% | -55.9% |
| 1Y | -50.9% | -12.3% | -38.7% | -49.2% |
| All | -50.9% | -13.7% | -37.3% | -49.2% |
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